-96.8%
PLUG vs STLA
-71.6%
-25.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.6% | -5.0% | -6.7% |
| 7D | -2.8% | -4.9% | +2.1% | +0.1% |
| 30D | -18.5% | -4.9% | -13.5% | -16.8% |
| 3M | -35.1% | -23.7% | -11.4% | -25.8% |
| 6M | -56.1% | -45.0% | -11.1% | -39.9% |
| YTD | -30.5% | -60.9% | +30.4% | +11.1% |
| 1Y | -46.5% | -58.9% | +12.4% | -17.8% |
| 3Y | -61.2% | -74.4% | +13.3% | -18.9% |
| All | -96.8% | -71.6% | -25.3% | -95.1% |
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 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