-1.0%
COR vs PLUG
-58.9%
+57.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.5% | +13.2% | +2.2% |
| 7D | +7.6% | -23.4% | +31.1% | +6.3% |
| 30D | +6.8% | -23.4% | +30.2% | +5.6% |
| 3M | +16.0% | -51.7% | +67.8% | +12.1% |
| 6M | +41.0% | -72.0% | +113.0% | +34.8% |
| YTD | +6.9% | -43.7% | +50.6% | +3.3% |
| 1Y | -1.0% | -55.4% | +54.4% | -5.9% |
| All | -1.0% | -58.9% | +57.9% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling