-21.4%
USAR vs PLUG
-88.8%
+67.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.0% | -0.6% | -7.9% |
| 7D | -9.1% | -3.2% | -5.9% | -8.3% |
| 30D | -36.9% | -18.7% | -18.2% | -34.3% |
| 3M | -58.4% | -35.3% | -23.1% | -54.9% |
| 6M | -70.6% | -56.2% | -14.4% | -66.0% |
| YTD | -33.4% | -30.7% | -2.7% | -27.7% |
| 1Y | -54.0% | -46.7% | -7.4% | -48.8% |
| 3Y | -22.7% | -61.3% | +38.7% | -15.0% |
| All | -21.4% | -88.8% | +67.5% | -13.4% |
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