+298.3%
UNP vs PLUG
+6.6%
+291.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -3.1% |
| 7D | -4.6% | +5.8% | -10.4% | -4.9% |
| 30D | +5.6% | -18.5% | +24.2% | +6.8% |
| 3M | -1.3% | -30.0% | +28.6% | +0.6% |
| 6M | +9.2% | -56.2% | +65.4% | +14.1% |
| YTD | +27.3% | -26.4% | +53.7% | +27.3% |
| 1Y | +35.9% | -42.2% | +78.1% | +37.7% |
| 3Y | +45.5% | -76.8% | +122.3% | +45.0% |
| 5Y | +36.0% | -96.2% | +132.2% | +50.8% |
| All | +298.3% | +6.6% | +291.7% | +218.4% |
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