-97.3%
PLUG vs COO
-40.4%
-57.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -11.0% |
| 7D | -23.4% | +0.5% | -23.9% | -23.6% |
| 30D | -23.4% | +14.2% | -37.6% | -30.2% |
| 3M | -51.7% | -18.2% | -33.5% | -45.6% |
| 6M | -72.0% | +5.3% | -77.3% | -74.8% |
| YTD | -43.7% | -23.6% | -20.1% | -34.3% |
| 1Y | -55.4% | -12.7% | -42.7% | -54.1% |
| 3Y | -68.0% | -24.2% | -43.8% | -65.5% |
| All | -97.3% | -40.4% | -57.0% | -96.6% |
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