-96.5%
PLUG vs STT
+100.0%
-196.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +5.8% | -2.5% | +8.3% | +8.2% |
| 30D | -18.5% | -5.0% | -13.6% | -14.8% |
| 3M | -30.0% | -10.5% | -19.5% | -23.6% |
| 6M | -56.2% | +10.0% | -66.2% | -59.7% |
| YTD | -26.4% | +30.7% | -57.1% | -41.6% |
| 1Y | -42.2% | +43.8% | -86.0% | -57.5% |
| 3Y | -76.8% | +168.1% | -244.9% | -89.8% |
| All | -96.5% | +100.0% | -196.5% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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