-18.2%
PLUG vs COO
+40.1%
-58.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.2% | -8.0% | -8.5% |
| 7D | -8.5% | -2.1% | -6.4% | -7.3% |
| 30D | -20.8% | +13.9% | -34.8% | -27.2% |
| 3M | -46.1% | -18.9% | -27.1% | -39.6% |
| 6M | -65.3% | +3.7% | -69.0% | -67.9% |
| YTD | -37.3% | -24.1% | -13.2% | -28.5% |
| 1Y | -54.8% | -14.2% | -40.6% | -52.9% |
| 3Y | -65.0% | -24.5% | -40.6% | -61.4% |
| 5Y | -97.1% | -40.4% | -56.7% | -96.3% |
| All | -18.2% | +40.1% | -58.3% | -14.5% |
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