+36.2%
UPS vs PLUG
+56.9%
-20.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.1% |
| 7D | -2.1% | +8.1% | -10.3% | -2.7% |
| 30D | -2.3% | +3.7% | -6.0% | -2.7% |
| 3M | -5.2% | -29.2% | +23.9% | -3.0% |
| 6M | +1.4% | +6.1% | -4.7% | -0.1% |
| YTD | +6.1% | +14.7% | -8.6% | +3.1% |
| 1Y | +27.0% | +56.9% | -30.0% | +18.3% |
| 3Y | -25.9% | -71.6% | +45.7% | -27.0% |
| 5Y | -34.6% | -91.0% | +56.5% | -31.9% |
| 10Y | +36.2% | +55.9% | -19.7% | +7.0% |
| All | +36.2% | +56.9% | -20.8% | +7.0% |
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