-6.8%
PLUG vs UPRO
+1,083.8%
-1,090.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.5% | -8.0% |
| 7D | -2.8% | -2.9% | 0.0% | -1.4% |
| 30D | -18.5% | -12.4% | -6.0% | -11.9% |
| 3M | -35.1% | -11.9% | -23.2% | -30.1% |
| 6M | -56.1% | -1.7% | -54.4% | -55.7% |
| YTD | -30.5% | +18.5% | -49.0% | -37.3% |
| 1Y | -46.5% | +17.5% | -64.0% | -51.6% |
| 3Y | -61.2% | +218.4% | -279.6% | -81.2% |
| 5Y | -96.6% | +99.1% | -195.7% | -97.9% |
| All | -6.8% | +1,083.8% | -1,090.6% | -80.9% |
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