-67.1%
PLUG vs COPX
+186.2%
-253.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.2% |
| 7D | -0.9% | -4.0% | +3.1% | +1.5% |
| 30D | +3.3% | +4.5% | -1.2% | +0.6% |
| 3M | -39.7% | +0.8% | -40.6% | -40.4% |
| 6M | -12.5% | +3.2% | -15.7% | -15.6% |
| YTD | +10.2% | +26.7% | -16.6% | -7.9% |
| 1Y | +50.7% | +85.7% | -35.0% | -0.5% |
| 3Y | -74.5% | +151.2% | -225.7% | -85.7% |
| 5Y | -91.8% | +170.0% | -261.8% | -95.5% |
| 10Y | +43.7% | +572.9% | -529.2% | -50.2% |
| All | -67.1% | +186.2% | -253.4% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling