-65.2%
PLUG vs UVXY
-53.5%
-11.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.4% | -13.2% | -7.7% |
| 7D | -8.1% | -26.5% | +18.4% | -14.5% |
| 30D | -20.5% | +8.8% | -29.4% | -14.0% |
| 3M | -45.9% | -14.7% | -31.2% | -46.0% |
| 6M | -65.2% | -51.5% | -13.7% | -71.3% |
| All | -65.2% | -53.5% | -11.7% | -71.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling