+8,146.0%
UNH vs PLUG
-99.1%
+8,245.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.0% | +10.9% | +2.4% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | +6.8% | -18.7% | +25.6% | +8.0% |
| 3M | -0.3% | -35.3% | +35.0% | +2.0% |
| 6M | +7.9% | -56.2% | +64.1% | +12.4% |
| YTD | +25.1% | -30.7% | +55.9% | +25.7% |
| 1Y | +29.3% | -46.7% | +76.0% | +31.7% |
| 3Y | -20.3% | -61.3% | +41.0% | -22.6% |
| 5Y | -3.6% | -96.6% | +93.0% | +4.1% |
| 10Y | +227.5% | +1.1% | +226.4% | +155.7% |
| All | +8,146.0% | -99.1% | +8,245.1% | +4,571.0% |
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 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