-76.8%
PLUG vs STLA
-74.0%
-2.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | -4.5% | +10.4% | +7.7% |
| 30D | -18.5% | -3.9% | -14.6% | -17.6% |
| 3M | -30.0% | -20.2% | -9.8% | -23.9% |
| 6M | -56.2% | -42.2% | -14.0% | -45.5% |
| YTD | -26.4% | -59.3% | +32.9% | +4.4% |
| 1Y | -42.2% | -56.1% | +13.8% | -21.9% |
| 3Y | -76.8% | -73.7% | -3.2% | -60.7% |
| All | -76.8% | -74.0% | -2.8% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling