+615.0%
COST vs PLUG
+54.8%
+560.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.8% |
| 7D | -3.2% | +8.1% | -11.3% | -3.4% |
| 30D | -4.0% | +3.7% | -7.6% | -4.1% |
| 3M | -6.5% | -29.2% | +22.7% | -5.5% |
| 6M | -8.5% | +6.1% | -14.6% | -9.3% |
| YTD | +6.0% | +14.7% | -8.7% | +4.4% |
| 1Y | -5.8% | +56.9% | -62.7% | -9.2% |
| 3Y | +71.8% | -71.6% | +143.4% | +71.0% |
| 5Y | +106.2% | -91.0% | +197.3% | +113.3% |
| All | +615.0% | +54.8% | +560.2% | +525.0% |
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