+520.9%
COR vs PLUG
+6.6%
+514.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -1.9% |
| 7D | +0.8% | +5.8% | -5.0% | +0.7% |
| 30D | +5.1% | -18.5% | +23.7% | +5.5% |
| 3M | +2.8% | -30.0% | +32.8% | +3.4% |
| 6M | +32.5% | -56.2% | +88.7% | +34.2% |
| YTD | -0.7% | -26.4% | +25.7% | -0.9% |
| 1Y | -6.7% | -42.2% | +35.5% | -6.5% |
| 3Y | +73.7% | -76.8% | +150.6% | +74.0% |
| 5Y | +177.9% | -96.2% | +274.1% | +196.4% |
| All | +520.9% | +6.6% | +514.3% | +402.5% |
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