+129.1%
UMC vs PLUG
-99.7%
+228.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.0% |
| 3M | -27.9% | -30.0% | +2.1% | -24.7% |
| 6M | -7.5% | -56.2% | +48.7% | +1.9% |
| YTD | +79.3% | -26.4% | +105.7% | +82.3% |
| 1Y | +92.8% | -42.2% | +135.0% | +100.7% |
| 3Y | +108.2% | -76.8% | +185.0% | +108.8% |
| 5Y | +68.4% | -96.2% | +164.7% | +101.1% |
| 10Y | +1,107.7% | +2.1% | +1,105.6% | +715.1% |
| All | +129.1% | -99.7% | +228.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling