+108.2%
UMC vs PLUG
-78.4%
+186.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | +2.9% |
| 7D | -17.0% | +5.8% | -22.8% | -17.3% |
| 30D | -40.6% | -18.5% | -22.0% | -39.6% |
| 3M | -27.9% | -30.0% | +2.1% | -25.9% |
| 6M | -7.5% | -56.2% | +48.7% | -2.2% |
| YTD | +79.3% | -26.4% | +105.7% | +83.5% |
| 1Y | +92.8% | -42.2% | +135.0% | +99.5% |
| 3Y | +108.2% | -76.8% | +185.0% | +106.4% |
| All | +108.2% | -78.4% | +186.5% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling