-7.8%
PLUG vs UPRO
+1,130.0%
-1,137.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -3.4% |
| 7D | -7.2% | -3.8% | -3.4% | -5.4% |
| 30D | -16.4% | -8.9% | -7.5% | -11.8% |
| 3M | -39.0% | -7.4% | -31.5% | -36.2% |
| 6M | -61.5% | +1.6% | -63.1% | -61.9% |
| YTD | -31.2% | +23.2% | -54.4% | -39.5% |
| 1Y | -46.4% | +21.2% | -67.7% | -52.5% |
| 3Y | -61.6% | +230.8% | -292.4% | -81.9% |
| 5Y | -96.9% | +106.7% | -203.6% | -98.2% |
| 10Y | -7.8% | +1,125.0% | -1,132.8% | -81.5% |
| All | -7.8% | +1,130.0% | -1,137.9% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling