+1,304.8%
UMC vs PLUG
-16.2%
+1,321.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.8% | +6.8% | -1.0% |
| 7D | +17.8% | -8.1% | +25.9% | +18.8% |
| 30D | -29.6% | -20.5% | -9.1% | -27.8% |
| 3M | -18.4% | -45.9% | +27.5% | -12.7% |
| 6M | -0.1% | -65.2% | +65.0% | +11.7% |
| YTD | +104.0% | -37.1% | +141.1% | +111.3% |
| 1Y | +121.5% | -54.6% | +176.1% | +136.5% |
| 3Y | +135.0% | -64.9% | +199.9% | +129.2% |
| 5Y | +83.0% | -97.1% | +180.1% | +125.6% |
| All | +1,304.8% | -16.2% | +1,321.1% | +1,284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling