-96.5%
PLUG vs UPRO
+81.0%
-177.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.8% |
| 7D | +5.8% | -8.7% | +14.5% | +12.5% |
| 30D | -18.5% | -16.9% | -1.6% | -7.4% |
| 3M | -30.0% | -15.3% | -14.7% | -21.5% |
| 6M | -56.2% | -5.7% | -50.5% | -54.5% |
| YTD | -26.4% | +12.1% | -38.5% | -32.8% |
| 1Y | -42.2% | +16.4% | -58.7% | -48.9% |
| 3Y | -76.8% | +210.5% | -287.4% | -91.0% |
| All | -96.5% | +81.0% | -177.5% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling