-83.1%
PLUG vs UPRO
+12,035.6%
-12,118.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.2% | +5.6% | -0.8% |
| 7D | -4.9% | -14.4% | +9.5% | +2.8% |
| 30D | -27.4% | -18.2% | -9.2% | -19.6% |
| 3M | -35.7% | -16.4% | -19.3% | -29.5% |
| 6M | -59.3% | -2.6% | -56.7% | -58.8% |
| YTD | -31.5% | +11.1% | -42.6% | -35.1% |
| 1Y | -48.9% | +11.8% | -60.6% | -51.8% |
| 3Y | -79.6% | +209.9% | -289.5% | -89.0% |
| 5Y | -96.5% | +80.9% | -177.4% | -97.6% |
| 10Y | -4.9% | +1,134.2% | -1,139.1% | -73.5% |
| All | -83.1% | +12,035.6% | -12,118.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling