-78.4%
PLUG vs UPRO
+208.2%
-286.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.2% | +5.6% | +0.5% |
| 7D | -4.9% | -14.4% | +9.5% | +4.2% |
| 30D | -27.4% | -18.2% | -9.2% | -18.1% |
| 3M | -35.7% | -16.4% | -19.3% | -28.4% |
| 6M | -59.3% | -2.6% | -56.7% | -58.6% |
| YTD | -31.5% | +11.1% | -42.6% | -35.7% |
| 1Y | -48.9% | +11.8% | -60.6% | -52.3% |
| All | -78.4% | +208.2% | -286.7% | -86.2% |
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 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