+486.6%
COR vs PLUG
+9.2%
+477.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +1.0% |
| 7D | +2.4% | -3.2% | +5.6% | +2.5% |
| 30D | +7.7% | -18.7% | +26.4% | +8.0% |
| 3M | +7.5% | -35.3% | +42.8% | +8.2% |
| 6M | +34.1% | -56.2% | +90.4% | +35.8% |
| YTD | +3.9% | -30.7% | +34.6% | +3.8% |
| 1Y | -3.6% | -46.7% | +43.0% | -3.3% |
| 3Y | +80.5% | -61.3% | +141.8% | +77.2% |
| 5Y | +194.9% | -96.6% | +291.5% | +215.5% |
| 10Y | +486.6% | +1.1% | +485.5% | +380.0% |
| All | +486.6% | +9.2% | +477.4% | +380.0% |
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