+293.8%
UNP vs PLUG
+25.0%
+268.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.1% | +2.1% |
| 7D | -3.3% | +14.5% | -17.8% | -4.1% |
| 30D | +6.7% | -10.7% | +17.4% | +7.3% |
| 3M | +1.8% | -31.2% | +33.0% | +3.9% |
| 6M | +13.3% | -51.9% | +65.3% | +17.7% |
| YTD | +30.3% | -23.9% | +54.2% | +30.0% |
| 1Y | +36.9% | -43.4% | +80.3% | +38.9% |
| 3Y | +50.9% | -74.7% | +125.6% | +49.4% |
| 5Y | +37.9% | -96.3% | +134.3% | +53.4% |
| 10Y | +293.8% | +20.0% | +273.8% | +211.0% |
| All | +293.8% | +25.0% | +268.8% | +211.0% |
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 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