+227.0%
UPS vs PLUG
-98.8%
+325.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -3.5% | +3.3% | -6.8% | -3.7% |
| 3M | -5.7% | -39.7% | +34.0% | -3.2% |
| 6M | -4.4% | -12.5% | +8.1% | -4.4% |
| YTD | +8.0% | +10.2% | -2.1% | +6.1% |
| 1Y | +29.0% | +50.7% | -21.7% | +23.0% |
| 3Y | -27.7% | -74.5% | +46.8% | -28.2% |
| 5Y | -34.3% | -91.8% | +57.4% | -32.4% |
| 10Y | +37.8% | +43.7% | -5.9% | +14.2% |
| All | +227.0% | -98.8% | +325.8% | +150.3% |
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 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