-18.3%
USAR vs PLUG
-88.1%
+69.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.4% | +3.4% | +9.5% |
| 7D | -14.5% | +5.8% | -20.3% | -15.3% |
| 30D | -37.8% | -18.5% | -19.3% | -35.4% |
| 3M | -52.8% | -30.0% | -22.8% | -49.5% |
| 6M | -71.2% | -56.2% | -15.0% | -66.8% |
| YTD | -30.9% | -26.4% | -4.5% | -25.9% |
| 1Y | -48.0% | -42.2% | -5.8% | -42.9% |
| 3Y | -19.7% | -76.8% | +57.1% | -12.8% |
| All | -18.3% | -88.1% | +69.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling