+43.7%
PLUG vs UPRO
+1,173.4%
-1,129.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | -0.9% | +4.2% | +4.0% |
| 3M | -39.7% | +1.9% | -41.7% | -40.4% |
| 6M | -12.5% | +33.1% | -45.6% | -26.1% |
| YTD | +10.2% | +31.8% | -21.6% | -6.5% |
| 1Y | +50.7% | +48.3% | +2.4% | +20.3% |
| 3Y | -74.5% | +221.5% | -296.0% | -87.9% |
| 5Y | -91.8% | +136.7% | -228.5% | -95.5% |
| All | +43.7% | +1,173.4% | -1,129.7% | -66.2% |
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