-46.2%
PLUG vs COPX
+20.9%
-67.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -6.8% | -1.5% | -5.3% | -5.9% |
| 30D | -16.0% | -14.0% | -2.1% | -9.3% |
| 3M | -38.7% | -17.1% | -21.6% | -32.6% |
| 6M | -61.4% | -15.9% | -45.5% | -57.9% |
| YTD | -31.0% | +2.6% | -33.6% | -35.1% |
| 1Y | -46.2% | +21.6% | -67.9% | -55.7% |
| All | -46.2% | +20.9% | -67.2% | -55.7% |
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