-98.6%
PLUG vs COO
+2,091.8%
-2,190.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.5% |
| 7D | -0.9% | -2.2% | +1.3% | +0.1% |
| 30D | +3.3% | -7.0% | +10.3% | +6.5% |
| 3M | -39.7% | +12.2% | -51.9% | -43.8% |
| 6M | -12.5% | -15.1% | +2.6% | -7.7% |
| YTD | +10.2% | -15.1% | +25.2% | +16.0% |
| 1Y | +50.7% | +2.3% | +48.4% | +44.9% |
| 3Y | -74.5% | -23.7% | -50.8% | -72.2% |
| 5Y | -91.8% | -38.9% | -52.9% | -90.0% |
| 10Y | +43.7% | +49.9% | -6.2% | +21.2% |
| All | -98.6% | +2,091.8% | -2,190.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling