+1,324.6%
URI vs PLUG
-0.7%
+1,325.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.5% | +0.4% | -6.2% |
| 7D | -12.9% | -4.9% | -8.0% | -12.4% |
| 30D | -3.4% | -27.4% | +24.0% | +0.3% |
| 3M | -10.0% | -35.7% | +25.7% | -5.4% |
| 6M | +12.2% | -59.3% | +71.5% | +23.5% |
| YTD | +29.8% | -31.5% | +61.2% | +31.8% |
| 1Y | +24.6% | -48.9% | +73.5% | +30.7% |
| 3Y | +137.6% | -79.6% | +217.2% | +141.9% |
| 5Y | +176.6% | -96.5% | +273.1% | +242.9% |
| All | +1,324.6% | -0.7% | +1,325.3% | +1,058.1% |
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