+236.1%
UMC vs PLUG
+50.7%
+185.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.4% |
| 7D | +13.6% | +3.8% | +9.8% | +13.2% |
| 30D | +20.8% | +2.8% | +17.9% | +20.3% |
| 3M | +16.1% | -25.4% | +41.6% | +18.0% |
| 6M | +137.3% | -0.5% | +137.8% | +141.7% |
| YTD | +193.8% | +10.2% | +183.6% | +198.7% |
| 1Y | +236.1% | +53.9% | +182.2% | +253.1% |
| All | +236.1% | +50.7% | +185.4% | +253.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling