+298.3%
COP vs PLUG
+25.0%
+273.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.8% | -1.6% |
| 7D | -8.4% | +14.5% | -22.9% | -9.3% |
| 30D | +0.3% | -10.7% | +11.0% | +0.9% |
| 3M | +15.1% | -31.2% | +46.3% | +17.7% |
| 6M | +19.8% | -51.9% | +71.7% | +24.8% |
| YTD | +46.8% | -23.9% | +70.7% | +46.4% |
| 1Y | +59.7% | -43.4% | +103.1% | +62.2% |
| 3Y | +28.7% | -74.7% | +103.4% | +26.8% |
| 5Y | +110.7% | -96.3% | +207.0% | +139.4% |
| 10Y | +298.3% | +20.0% | +278.3% | +191.2% |
| All | +298.3% | +25.0% | +273.3% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling