-68.0%
PLUG vs UPRO
+226.4%
-294.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.2% | -9.3% | -9.7% |
| 7D | -23.4% | +7.4% | -30.9% | -26.9% |
| 30D | -23.4% | -7.9% | -15.6% | -19.5% |
| 3M | -51.7% | -12.0% | -39.7% | -47.7% |
| 6M | -72.0% | -2.0% | -70.0% | -71.7% |
| YTD | -43.7% | +20.4% | -64.0% | -50.1% |
| 1Y | -55.4% | +24.5% | -79.9% | -61.4% |
| 3Y | -68.0% | +224.4% | -292.4% | -92.5% |
| All | -68.0% | +226.4% | -294.4% | -92.5% |
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