+25.7%
COP vs PLUG
-78.4%
+104.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.5% |
| 7D | -11.5% | +5.8% | -17.4% | -11.6% |
| 30D | +5.0% | -18.5% | +23.5% | +5.3% |
| 3M | +17.5% | -30.0% | +47.4% | +18.1% |
| 6M | +16.2% | -56.2% | +72.4% | +17.7% |
| YTD | +48.8% | -26.4% | +75.2% | +48.5% |
| 1Y | +64.1% | -42.2% | +106.3% | +64.4% |
| 3Y | +25.7% | -76.8% | +102.5% | +22.2% |
| All | +25.7% | -78.4% | +104.0% | +22.2% |
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 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