-99.2%
PLUG vs STT
+607.7%
-706.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.7% | -2.8% | -4.9% |
| 7D | -4.9% | -4.9% | 0.0% | -2.0% |
| 30D | -27.4% | -6.0% | -21.4% | -24.6% |
| 3M | -35.7% | -11.7% | -24.0% | -31.0% |
| 6M | -59.3% | +11.7% | -71.0% | -61.9% |
| YTD | -31.5% | +30.4% | -61.9% | -41.3% |
| 1Y | -48.9% | +43.9% | -92.8% | -58.4% |
| 3Y | -79.6% | +165.4% | -245.0% | -88.2% |
| 5Y | -96.5% | +101.0% | -197.5% | -97.6% |
| 10Y | -4.9% | +210.7% | -215.6% | -52.4% |
| All | -99.2% | +607.7% | -706.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling