-60.8%
PLUG vs STLD
+129.0%
-189.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -6.8% | -0.5% | -6.4% | -6.7% |
| 30D | -16.0% | -0.1% | -16.0% | -16.3% |
| 3M | -38.7% | -9.2% | -29.6% | -36.7% |
| 6M | -61.4% | +1.8% | -63.1% | -62.7% |
| YTD | -31.0% | +42.1% | -73.1% | -44.0% |
| 1Y | -46.2% | +58.5% | -104.8% | -58.7% |
| All | -60.8% | +129.0% | -189.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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