+48.6%
PLUG vs UVXY
-100.0%
+148.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -7.9% | -1.5% |
| 7D | 0.0% | +11.0% | -11.0% | +2.6% |
| 30D | -5.0% | -8.8% | +3.8% | -6.6% |
| 3M | -26.2% | -41.9% | +15.7% | -34.1% |
| 6M | -0.5% | -61.2% | +60.7% | -16.8% |
| YTD | +7.1% | -46.2% | +53.3% | -0.1% |
| 1Y | +46.5% | -65.2% | +111.7% | +27.9% |
| 3Y | -73.5% | -94.6% | +21.1% | -79.4% |
| 5Y | -91.3% | -99.7% | +8.4% | -95.2% |
| All | +48.6% | -100.0% | +148.6% | -29.3% |
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