+1,340.7%
URI vs PLUG
+6.6%
+1,334.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.4% | -6.3% | +0.2% |
| 7D | -9.8% | +5.8% | -15.6% | -10.5% |
| 30D | +1.7% | -18.5% | +20.3% | +4.2% |
| 3M | -9.1% | -30.0% | +20.9% | -5.4% |
| 6M | +9.9% | -56.2% | +66.1% | +19.8% |
| YTD | +31.2% | -26.4% | +57.6% | +32.1% |
| 1Y | +25.9% | -42.2% | +68.2% | +30.1% |
| 3Y | +147.4% | -76.8% | +224.2% | +147.4% |
| 5Y | +179.7% | -96.2% | +276.0% | +243.7% |
| All | +1,340.7% | +6.6% | +1,334.1% | +1,060.6% |
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