+53.4%
UNP vs PLUG
-59.1%
+112.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.7% | +9.9% | +1.4% |
| 7D | -0.9% | -2.8% | +1.9% | -0.9% |
| 30D | +8.0% | -18.5% | +26.5% | +8.5% |
| 3M | +3.3% | -35.1% | +38.4% | +4.4% |
| 6M | +14.7% | -56.1% | +70.8% | +16.8% |
| YTD | +31.9% | -30.5% | +62.4% | +31.9% |
| 1Y | +37.1% | -46.5% | +83.6% | +38.0% |
| All | +53.4% | -59.1% | +112.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling