-42.1%
PLUG vs UPRO
+29.4%
-71.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.3% | -0.1% |
| 7D | +2.8% | -2.6% | +5.4% | +4.8% |
| 30D | -22.8% | -4.3% | -18.4% | -20.1% |
| 3M | -32.4% | -4.3% | -28.1% | -30.1% |
| 6M | -53.4% | +14.7% | -68.1% | -57.3% |
| YTD | -25.9% | +28.0% | -53.9% | -37.9% |
| 1Y | -42.1% | +29.8% | -71.9% | -52.1% |
| All | -42.1% | +29.4% | -71.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 1y: compounded portfolio wealth divided by compounded UPRO 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…
1y analysis · Full analysis span regression · 6 months rolling