+7,922.7%
UNH vs PLUG
-99.1%
+8,021.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.8% |
| 7D | -3.2% | +5.8% | -9.0% | -3.5% |
| 30D | +4.8% | -18.5% | +23.4% | +6.0% |
| 3M | -1.8% | -30.0% | +28.1% | 0.0% |
| 6M | +8.6% | -56.2% | +64.8% | +13.2% |
| YTD | +21.8% | -26.4% | +48.2% | +21.9% |
| 1Y | +25.8% | -42.2% | +68.1% | +27.6% |
| 3Y | -21.3% | -76.8% | +55.5% | -21.7% |
| 5Y | -5.3% | -96.2% | +90.9% | +1.6% |
| 10Y | +238.1% | +2.1% | +236.0% | +163.8% |
| All | +7,922.7% | -99.1% | +8,021.8% | +4,430.2% |
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