-26.5%
PLUG vs STLA
-4.1%
-22.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.4% | -10.0% |
| 7D | -23.4% | -13.8% | -9.7% | -17.4% |
| 30D | -23.4% | -10.5% | -12.9% | -19.6% |
| 3M | -51.7% | -28.9% | -22.9% | -43.6% |
| 6M | -72.0% | -49.7% | -22.2% | -61.3% |
| YTD | -43.7% | -64.9% | +21.3% | -10.9% |
| 1Y | -55.4% | -64.0% | +8.6% | -30.6% |
| 3Y | -68.0% | -77.4% | +9.4% | -37.8% |
| 5Y | -97.4% | -74.4% | -23.0% | -95.4% |
| All | -26.5% | -4.1% | -22.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling