+20.0%
PLUG vs COO
+40.7%
-20.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +1.9% |
| 7D | +14.5% | +4.3% | +10.2% | +11.6% |
| 30D | -10.7% | +17.6% | -28.3% | -19.5% |
| 3M | -31.2% | -13.9% | -17.3% | -26.0% |
| 6M | -51.9% | +6.6% | -58.5% | -56.4% |
| YTD | -23.9% | -22.0% | -1.9% | -14.7% |
| 1Y | -43.4% | -8.8% | -34.6% | -43.5% |
| 3Y | -74.7% | -21.5% | -53.2% | -72.9% |
| 5Y | -96.3% | -41.0% | -55.3% | -95.3% |
| 10Y | +20.0% | +40.9% | -20.9% | +36.5% |
| All | +20.0% | +40.7% | -20.7% | +36.5% |
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