-26.5%
PLUG vs UVXY
-100.0%
+73.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.7% | -14.2% | -9.6% |
| 7D | -23.4% | -22.1% | -1.4% | -27.4% |
| 30D | -23.4% | +8.2% | -31.6% | -18.3% |
| 3M | -51.7% | -12.3% | -39.4% | -50.8% |
| 6M | -72.0% | -51.0% | -21.0% | -74.7% |
| YTD | -43.7% | -49.9% | +6.3% | -45.9% |
| 1Y | -55.4% | -67.7% | +12.3% | -61.3% |
| 3Y | -68.0% | -94.1% | +26.1% | -74.1% |
| 5Y | -97.4% | -99.5% | +2.1% | -98.5% |
| All | -26.5% | -100.0% | +73.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling