-62.5%
PLUG vs STLA
+190.5%
-253.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.5% | -3.0% | -5.7% |
| 7D | -4.9% | -5.5% | +0.6% | -2.9% |
| 30D | -27.4% | -3.7% | -23.7% | -26.7% |
| 3M | -35.7% | -21.1% | -14.6% | -30.2% |
| 6M | -59.3% | -38.3% | -21.0% | -51.5% |
| YTD | -31.5% | -59.2% | +27.8% | -6.7% |
| 1Y | -48.9% | -56.7% | +7.8% | -32.2% |
| 3Y | -79.6% | -74.3% | -5.3% | -67.2% |
| 5Y | -96.5% | -70.2% | -26.3% | -94.6% |
| 10Y | -4.9% | +23.4% | -28.3% | -11.1% |
| All | -62.5% | +190.5% | -253.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling