-41.4%
PLUG vs STLA
-57.6%
+16.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.5% |
| 7D | +14.5% | -6.4% | +20.9% | +15.5% |
| 30D | -10.7% | -1.3% | -9.4% | -10.7% |
| 3M | -31.2% | -19.9% | -11.3% | -29.4% |
| 6M | -51.9% | -42.9% | -9.0% | -48.8% |
| YTD | -23.9% | -59.4% | +35.6% | -14.0% |
| All | -41.4% | -57.6% | +16.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling