+15.1%
PLUG vs UPRO
+1,093.1%
-1,078.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.9% |
| 7D | +5.8% | -8.7% | +14.5% | +11.5% |
| 30D | -18.5% | -16.9% | -1.6% | -9.2% |
| 3M | -30.0% | -15.3% | -14.7% | -22.8% |
| 6M | -56.2% | -5.7% | -50.5% | -54.7% |
| YTD | -26.4% | +12.1% | -38.5% | -31.4% |
| 1Y | -42.2% | +16.4% | -58.7% | -47.5% |
| 3Y | -76.8% | +210.5% | -287.4% | -88.8% |
| 5Y | -96.2% | +82.4% | -178.6% | -97.6% |
| All | +15.1% | +1,093.1% | -1,078.0% | -72.1% |
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 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