+15.1%
PLUG vs COO
+41.2%
-26.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.5% |
| 7D | +5.8% | +4.7% | +1.1% | +2.7% |
| 30D | -18.5% | +13.9% | -32.4% | -25.1% |
| 3M | -30.0% | -14.9% | -15.0% | -24.1% |
| 6M | -56.2% | +2.0% | -58.2% | -59.1% |
| YTD | -26.4% | -23.9% | -2.5% | -16.3% |
| 1Y | -42.2% | -9.6% | -32.6% | -42.1% |
| 3Y | -76.8% | -25.4% | -51.4% | -74.3% |
| 5Y | -96.2% | -41.2% | -55.0% | -95.1% |
| All | +15.1% | +41.2% | -26.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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