-97.3%
PLUG vs STLA
-74.6%
-22.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.4% | -9.9% |
| 7D | -23.4% | -13.8% | -9.7% | -16.7% |
| 30D | -23.4% | -10.5% | -12.9% | -19.2% |
| 3M | -51.7% | -28.9% | -22.9% | -42.5% |
| 6M | -72.0% | -49.7% | -22.2% | -59.6% |
| YTD | -43.7% | -64.9% | +21.3% | -4.2% |
| 1Y | -55.4% | -64.0% | +8.6% | -25.8% |
| 3Y | -68.0% | -77.4% | +9.4% | -27.9% |
| All | -97.3% | -74.6% | -22.8% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling