+493.6%
COR vs PLUG
-2.5%
+496.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.2% | -7.2% | +6.0% | -1.0% |
| 30D | +7.6% | -16.4% | +24.0% | +7.9% |
| 3M | +5.0% | -39.0% | +44.0% | +5.8% |
| 6M | +35.3% | -61.5% | +96.8% | +37.3% |
| YTD | +4.2% | -31.2% | +35.4% | +4.1% |
| 1Y | -3.4% | -46.4% | +43.0% | -3.1% |
| 3Y | +81.1% | -61.6% | +142.7% | +77.8% |
| 5Y | +195.8% | -96.9% | +292.7% | +218.2% |
| 10Y | +493.6% | -7.8% | +501.4% | +387.3% |
| All | +493.6% | -2.5% | +496.1% | +387.3% |
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