-6.7%
UNH vs PLUG
-96.4%
+89.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.6% |
| 7D | -3.2% | +5.8% | -9.0% | -3.3% |
| 30D | +4.8% | -18.5% | +23.4% | +5.4% |
| 3M | -1.8% | -30.0% | +28.1% | -0.9% |
| 6M | +8.6% | -56.2% | +64.8% | +10.9% |
| YTD | +21.8% | -26.4% | +48.2% | +21.6% |
| 1Y | +25.8% | -42.2% | +68.1% | +26.6% |
| 3Y | -21.3% | -76.8% | +55.5% | -22.6% |
| All | -6.7% | -96.4% | +89.6% | -4.3% |
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