+35.6%
PLUG vs UVXY
-100.0%
+135.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +3.0% |
| 7D | -0.9% | -5.0% | +4.1% | -1.8% |
| 30D | +3.3% | -20.5% | +23.9% | -0.8% |
| 3M | -39.7% | -36.6% | -3.1% | -43.7% |
| 6M | -12.5% | -56.9% | +44.4% | -21.5% |
| YTD | +10.2% | -51.2% | +61.4% | +2.6% |
| 1Y | +50.7% | -69.8% | +120.5% | +32.4% |
| 3Y | -74.5% | -95.1% | +20.6% | -79.0% |
| 5Y | -91.8% | -99.7% | +7.9% | -94.6% |
| 10Y | +43.7% | -100.0% | +143.7% | -28.9% |
| All | +35.6% | -100.0% | +135.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling