+5.3%
UNH vs PLUG
-91.6%
+96.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.8% |
| 7D | +1.1% | +8.1% | -7.0% | +0.9% |
| 30D | -1.5% | +3.7% | -5.2% | -1.7% |
| 3M | -0.8% | -29.2% | +28.3% | 0.0% |
| 6M | +41.8% | +6.1% | +35.7% | +40.8% |
| YTD | +23.1% | +14.7% | +8.3% | +21.5% |
| 1Y | +28.5% | +56.9% | -28.4% | +25.2% |
| 3Y | -11.8% | -71.6% | +59.8% | -13.8% |
| 5Y | +5.3% | -91.0% | +96.4% | +2.0% |
| All | +5.3% | -91.6% | +96.9% | +2.0% |
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