-96.3%
PLUG vs COO
-40.8%
-55.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +1.8% |
| 7D | +14.5% | +4.3% | +10.2% | +11.4% |
| 30D | -10.7% | +17.6% | -28.3% | -20.1% |
| 3M | -31.2% | -13.9% | -17.3% | -25.4% |
| 6M | -51.9% | +6.6% | -58.5% | -57.1% |
| YTD | -23.9% | -22.0% | -1.9% | -12.6% |
| 1Y | -43.4% | -8.8% | -34.6% | -43.6% |
| 3Y | -74.7% | -21.5% | -53.2% | -73.7% |
| 5Y | -96.3% | -41.0% | -55.3% | -95.6% |
| All | -96.3% | -40.8% | -55.5% | -95.6% |
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