+1.1%
PLUG vs STLA
+12.4%
-11.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.6% | -5.4% | -7.2% |
| 7D | -3.2% | -4.9% | +1.7% | -0.6% |
| 30D | -18.7% | -4.9% | -13.8% | -17.2% |
| 3M | -35.3% | -23.7% | -11.7% | -27.2% |
| 6M | -56.2% | -45.0% | -11.3% | -42.5% |
| YTD | -30.7% | -60.9% | +30.2% | +3.5% |
| 1Y | -46.7% | -58.9% | +12.2% | -22.7% |
| 3Y | -61.3% | -74.4% | +13.1% | -29.6% |
| 5Y | -96.6% | -71.5% | -25.1% | -94.3% |
| 10Y | +1.1% | +5.3% | -4.1% | +31.0% |
| All | +1.1% | +12.4% | -11.2% | +31.0% |
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