+62.6%
UMC vs PLUG
-96.4%
+159.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | +2.6% |
| 7D | -17.0% | +5.8% | -22.8% | -17.5% |
| 30D | -40.6% | -18.5% | -22.0% | -39.1% |
| 3M | -27.9% | -30.0% | +2.1% | -24.8% |
| 6M | -7.5% | -56.2% | +48.7% | +1.4% |
| YTD | +79.3% | -26.4% | +105.7% | +83.3% |
| 1Y | +92.8% | -42.2% | +135.0% | +101.5% |
| 3Y | +108.2% | -76.8% | +185.0% | +115.9% |
| All | +62.6% | -96.4% | +159.0% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling