-76.8%
PLUG vs UPRO
+210.8%
-287.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.9% |
| 7D | +5.8% | -8.7% | +14.5% | +11.6% |
| 30D | -18.5% | -16.9% | -1.6% | -9.0% |
| 3M | -30.0% | -15.3% | -14.7% | -22.6% |
| 6M | -56.2% | -5.7% | -50.5% | -54.5% |
| YTD | -26.4% | +12.1% | -38.5% | -31.3% |
| 1Y | -42.2% | +16.4% | -58.7% | -47.3% |
| 3Y | -76.8% | +210.5% | -287.4% | -85.2% |
| All | -76.8% | +210.8% | -287.7% | -85.2% |
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