-7.5%
PLUG vs COPX
+322.8%
-330.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | -6.8% | -1.5% | -5.3% | -5.5% |
| 30D | -16.0% | -14.0% | -2.1% | -5.7% |
| 3M | -38.7% | -17.1% | -21.6% | -29.5% |
| 6M | -61.4% | -15.9% | -45.5% | -56.6% |
| YTD | -31.0% | +2.6% | -33.6% | -36.7% |
| 1Y | -46.2% | +21.6% | -67.9% | -57.4% |
| 3Y | -61.5% | +142.7% | -204.2% | -82.4% |
| 5Y | -96.9% | +122.2% | -219.1% | -98.4% |
| 10Y | -7.5% | +338.8% | -346.2% | -73.4% |
| All | -7.5% | +322.8% | -330.3% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling