-71.6%
PLUG vs UVXY
-95.1%
+23.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.9% | +4.6% |
| 7D | +8.1% | -4.7% | +12.9% | +7.0% |
| 30D | +3.7% | -17.1% | +20.7% | -0.1% |
| 3M | -29.2% | -39.9% | +10.8% | -35.5% |
| 6M | +6.1% | -66.9% | +73.0% | -12.2% |
| YTD | +14.7% | -50.1% | +64.8% | +5.9% |
| 1Y | +56.9% | -68.3% | +125.3% | +36.5% |
| 3Y | -71.6% | -95.0% | +23.4% | -75.7% |
| All | -71.6% | -95.1% | +23.5% | -75.7% |
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