+20.0%
COP vs PLUG
-74.3%
+94.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +17.5% | +3.3% | +14.2% | +17.4% |
| 3M | +13.4% | -39.7% | +53.1% | +14.5% |
| 6M | +17.7% | -12.5% | +30.2% | +17.6% |
| YTD | +46.6% | +10.2% | +36.4% | +45.3% |
| 1Y | +44.6% | +50.7% | -6.1% | +42.0% |
| All | +20.0% | -74.3% | +94.3% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling