-61.2%
PLUG vs UVXY
-94.3%
+33.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.8% |
| 7D | -2.8% | -3.3% | +0.5% | -0.7% |
| 30D | -18.5% | +12.0% | -30.5% | -13.0% |
| 3M | -35.1% | -15.5% | -19.6% | -34.5% |
| 6M | -56.1% | -49.4% | -6.7% | -59.7% |
| YTD | -30.5% | -49.1% | +18.7% | -32.8% |
| 1Y | -46.5% | -63.7% | +17.2% | -51.5% |
| 3Y | -61.2% | -94.1% | +32.9% | -61.1% |
| All | -61.2% | -94.3% | +33.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling