-96.5%
PLUG vs COO
-39.4%
-57.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.4% | -6.1% | -6.6% |
| 7D | -4.9% | +5.3% | -10.2% | -8.1% |
| 30D | -27.4% | +12.5% | -40.0% | -33.1% |
| 3M | -35.7% | -15.1% | -20.6% | -29.5% |
| 6M | -59.3% | +3.7% | -63.0% | -62.9% |
| YTD | -31.5% | -22.5% | -9.0% | -20.9% |
| 1Y | -48.9% | -7.8% | -41.1% | -49.5% |
| 3Y | -79.6% | -24.1% | -55.5% | -78.0% |
| 5Y | -96.5% | -40.1% | -56.4% | -95.7% |
| All | -96.5% | -39.4% | -57.1% | -95.7% |
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