+40.4%
UNP vs PLUG
-97.1%
+137.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.8% | +9.5% | +1.1% |
| 7D | +2.1% | -8.1% | +10.2% | +2.4% |
| 30D | +7.7% | -20.5% | +28.2% | +8.7% |
| 3M | +4.0% | -45.9% | +49.9% | +6.8% |
| 6M | +15.7% | -65.2% | +80.8% | +20.8% |
| YTD | +33.5% | -37.1% | +70.6% | +34.2% |
| 1Y | +38.9% | -54.6% | +93.5% | +41.8% |
| 3Y | +53.7% | -64.9% | +118.5% | +49.5% |
| 5Y | +40.4% | -97.1% | +137.6% | +64.4% |
| All | +40.4% | -97.1% | +137.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling