+146.3%
UMC vs PLUG
-99.7%
+246.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +7.1% |
| 7D | -9.2% | +14.5% | -23.7% | -10.5% |
| 30D | -35.1% | -10.7% | -24.4% | -34.2% |
| 3M | -20.5% | -31.2% | +10.7% | -16.8% |
| 6M | -1.7% | -51.9% | +50.2% | +7.0% |
| YTD | +92.8% | -23.9% | +116.6% | +95.2% |
| 1Y | +104.5% | -43.4% | +147.9% | +113.4% |
| 3Y | +129.8% | -74.7% | +204.5% | +128.1% |
| 5Y | +74.0% | -96.3% | +170.3% | +108.4% |
| 10Y | +1,198.4% | +20.0% | +1,178.4% | +759.9% |
| All | +146.3% | -99.7% | +246.0% | +82.2% |
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