-91.0%
PLUG vs COPX
+186.1%
-277.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +0.8% |
| 7D | +8.1% | +5.8% | +2.4% | +3.3% |
| 30D | +3.7% | +7.2% | -3.5% | -2.2% |
| 3M | -29.2% | +16.5% | -45.7% | -38.3% |
| 6M | +6.1% | +18.4% | -12.3% | -11.1% |
| YTD | +14.7% | +31.9% | -17.2% | -16.1% |
| 1Y | +56.9% | +88.5% | -31.5% | -18.5% |
| 3Y | -71.6% | +173.1% | -244.7% | -89.8% |
| 5Y | -91.0% | +193.1% | -284.2% | -97.0% |
| All | -91.0% | +186.1% | -277.1% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling