+122.5%
UMC vs PLUG
-91.8%
+214.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +4.3% |
| 7D | +5.0% | -0.9% | +5.9% | +5.0% |
| 30D | +7.7% | +3.3% | +4.3% | +7.1% |
| 3M | +1.7% | -39.7% | +41.4% | +7.3% |
| 6M | +113.9% | -12.5% | +126.4% | +116.0% |
| YTD | +168.9% | +10.2% | +158.7% | +162.0% |
| 1Y | +207.2% | +50.7% | +156.5% | +181.2% |
| 3Y | +227.7% | -74.5% | +302.2% | +241.8% |
| All | +122.5% | -91.8% | +214.3% | +163.0% |
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