-42.1%
PLUG vs COPX
+31.7%
-73.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.4% | +1.6% |
| 7D | +2.8% | -3.0% | +5.8% | +4.3% |
| 30D | -22.8% | -13.6% | -9.1% | -17.0% |
| 3M | -32.4% | -11.2% | -21.2% | -28.3% |
| 6M | -53.4% | -2.4% | -51.0% | -51.9% |
| YTD | -25.9% | +4.2% | -30.1% | -30.9% |
| 1Y | -42.1% | +32.2% | -74.2% | -55.5% |
| All | -42.1% | +31.7% | -73.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling