+20.0%
PLUG vs UPRO
+1,163.1%
-1,143.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.5% | -0.7% |
| 7D | +14.5% | -0.9% | +15.4% | +14.8% |
| 30D | -10.7% | -11.4% | +0.7% | -4.2% |
| 3M | -31.2% | -10.9% | -20.3% | -26.5% |
| 6M | -51.9% | -0.5% | -51.4% | -51.8% |
| YTD | -23.9% | +19.9% | -43.7% | -31.9% |
| 1Y | -43.4% | +24.2% | -67.6% | -50.5% |
| 3Y | -74.7% | +236.9% | -311.7% | -88.4% |
| 5Y | -96.3% | +96.6% | -192.9% | -97.8% |
| 10Y | +20.0% | +1,091.6% | -1,071.6% | -74.0% |
| All | +20.0% | +1,163.1% | -1,143.1% | -74.0% |
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