+247.4%
UNH vs PLUG
+56.9%
+190.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.7% |
| 7D | +1.1% | +8.1% | -7.0% | +0.8% |
| 30D | -1.5% | +3.7% | -5.2% | -1.8% |
| 3M | -0.8% | -29.2% | +28.3% | +0.5% |
| 6M | +41.8% | +6.1% | +35.7% | +40.3% |
| YTD | +23.1% | +14.7% | +8.3% | +20.7% |
| 1Y | +28.5% | +56.9% | -28.4% | +23.1% |
| 3Y | -11.8% | -71.6% | +59.8% | -13.0% |
| 5Y | +5.3% | -91.0% | +96.4% | +7.1% |
| 10Y | +247.4% | +55.9% | +191.6% | +166.4% |
| All | +247.4% | +56.9% | +190.5% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling