+609.0%
COST vs PLUG
+48.6%
+560.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.7% |
| 7D | -2.8% | +3.8% | -6.6% | -2.9% |
| 30D | -5.3% | +2.8% | -8.1% | -5.4% |
| 3M | -6.7% | -25.4% | +18.8% | -5.8% |
| 6M | -9.9% | -0.5% | -9.5% | -10.5% |
| YTD | +5.1% | +10.2% | -5.0% | +3.7% |
| 1Y | -7.3% | +53.9% | -61.2% | -10.6% |
| 3Y | +70.4% | -72.7% | +143.1% | +69.9% |
| 5Y | +104.4% | -91.4% | +195.8% | +111.7% |
| 10Y | +609.0% | +58.4% | +550.6% | +520.6% |
| All | +609.0% | +48.6% | +560.4% | +520.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling