-96.3%
PLUG vs COPX
+128.0%
-224.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.2% | -1.1% |
| 7D | +14.5% | +3.3% | +11.2% | +11.5% |
| 30D | -10.7% | -12.2% | +1.5% | -0.8% |
| 3M | -31.2% | -14.5% | -16.7% | -22.4% |
| 6M | -51.9% | -12.2% | -39.8% | -47.6% |
| YTD | -23.9% | +5.2% | -29.0% | -33.6% |
| 1Y | -43.4% | +27.0% | -70.3% | -59.2% |
| 3Y | -74.7% | +149.1% | -223.8% | -90.7% |
| 5Y | -96.3% | +132.1% | -228.4% | -98.6% |
| All | -96.3% | +128.0% | -224.3% | -98.6% |
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