-14.4%
PLUG vs UVXY
-100.0%
+85.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.8% |
| 7D | -2.8% | -3.3% | +0.5% | -0.9% |
| 30D | -18.5% | +12.0% | -30.5% | -13.7% |
| 3M | -35.1% | -15.5% | -19.6% | -34.5% |
| 6M | -56.1% | -49.4% | -6.7% | -59.1% |
| YTD | -30.5% | -49.1% | +18.7% | -32.2% |
| 1Y | -46.5% | -63.7% | +17.2% | -50.6% |
| 3Y | -61.2% | -94.1% | +32.9% | -66.3% |
| 5Y | -96.6% | -99.6% | +3.0% | -97.6% |
| 10Y | +1.5% | -100.0% | +101.5% | -47.2% |
| All | -14.4% | -100.0% | +85.6% | -76.8% |
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