-91.9%
PLUG vs STLD
+292.4%
-384.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.7% |
| 7D | -0.9% | +3.1% | -4.1% | -2.7% |
| 30D | +3.3% | -9.0% | +12.3% | +7.8% |
| 3M | -39.7% | -12.4% | -27.4% | -36.6% |
| 6M | -12.5% | +25.5% | -38.0% | -24.9% |
| YTD | +10.2% | +43.6% | -33.5% | -13.1% |
| 1Y | +50.7% | +87.2% | -36.5% | +2.3% |
| 3Y | -74.5% | +135.2% | -209.7% | -85.7% |
| All | -91.9% | +292.4% | -384.3% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling