+3,425.0%
UNP vs PLUG
-98.6%
+3,523.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | -5.3% | -0.9% | -4.4% | -5.3% |
| 30D | -1.5% | +3.3% | -4.9% | -1.8% |
| 3M | +10.3% | -39.7% | +50.0% | +13.0% |
| 6M | +9.7% | -12.5% | +22.2% | +9.5% |
| YTD | +27.1% | +10.2% | +16.9% | +24.6% |
| 1Y | +32.6% | +50.7% | -18.1% | +26.2% |
| 3Y | +40.0% | -74.5% | +114.5% | +38.6% |
| 5Y | +50.8% | -91.8% | +142.6% | +54.7% |
| 10Y | +278.6% | +43.7% | +234.9% | +205.7% |
| All | +3,425.0% | -98.6% | +3,523.6% | +2,423.5% |
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