-74.7%
PLUG vs UPRO
+226.4%
-301.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.5% | -0.8% |
| 7D | +14.5% | -0.9% | +15.4% | +14.8% |
| 30D | -10.7% | -11.4% | +0.7% | -4.1% |
| 3M | -31.2% | -10.9% | -20.3% | -26.4% |
| 6M | -51.9% | -0.5% | -51.4% | -51.8% |
| YTD | -23.9% | +19.9% | -43.7% | -31.8% |
| 1Y | -43.4% | +24.2% | -67.6% | -50.4% |
| 3Y | -74.7% | +236.9% | -311.7% | -84.7% |
| All | -74.7% | +226.4% | -301.1% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling