-96.9%
PLUG vs UPRO
+104.9%
-201.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -3.5% |
| 7D | -6.8% | -3.8% | -3.1% | -4.8% |
| 30D | -16.0% | -8.9% | -7.2% | -10.7% |
| 3M | -38.7% | -7.4% | -31.3% | -35.6% |
| 6M | -61.4% | +1.6% | -62.9% | -62.0% |
| YTD | -31.0% | +23.2% | -54.1% | -41.1% |
| 1Y | -46.2% | +21.2% | -67.5% | -53.7% |
| 3Y | -61.5% | +230.8% | -292.3% | -85.3% |
| 5Y | -96.9% | +106.7% | -203.5% | -98.4% |
| All | -96.9% | +104.9% | -201.8% | -98.4% |
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