+144.6%
URI vs PLUG
-79.9%
+224.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.5% | +0.4% | -6.6% |
| 7D | -12.9% | -4.9% | -8.0% | -12.6% |
| 30D | -3.4% | -27.4% | +24.0% | -1.5% |
| 3M | -10.0% | -35.7% | +25.7% | -7.6% |
| 6M | +12.2% | -59.3% | +71.5% | +17.9% |
| YTD | +29.8% | -31.5% | +61.2% | +30.9% |
| 1Y | +24.6% | -48.9% | +73.5% | +27.5% |
| All | +144.6% | -79.9% | +224.5% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling