-91.9%
PLUG vs COO
-38.8%
-53.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.9% |
| 7D | -0.9% | -2.2% | +1.3% | +0.6% |
| 30D | +3.3% | -7.0% | +10.3% | +8.3% |
| 3M | -39.7% | +12.2% | -51.9% | -46.4% |
| 6M | -12.5% | -15.1% | +2.6% | -3.3% |
| YTD | +10.2% | -15.1% | +25.2% | +21.3% |
| 1Y | +50.7% | +2.3% | +48.4% | +40.0% |
| 3Y | -74.5% | -23.7% | -50.8% | -71.1% |
| All | -91.9% | -38.8% | -53.1% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling