-77.3%
PLUG vs COPX
+137.6%
-214.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.2% | 0.0% |
| 7D | +14.5% | +3.3% | +11.2% | +12.3% |
| 30D | -10.7% | -12.2% | +1.5% | -3.4% |
| 3M | -31.2% | -14.5% | -16.7% | -24.6% |
| 6M | -51.9% | -12.2% | -39.8% | -48.4% |
| YTD | -23.9% | +5.2% | -29.0% | -28.8% |
| 1Y | -43.4% | +27.0% | -70.3% | -53.1% |
| 3Y | -74.7% | +149.1% | -223.8% | -85.7% |
| 5Y | -96.3% | +132.1% | -228.4% | -97.8% |
| 10Y | +20.0% | +365.9% | -345.9% | -50.2% |
| All | -77.3% | +137.6% | -214.9% | -88.3% |
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