+15.1%
PLUG vs STZ
+3.4%
+11.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.3% |
| 7D | +5.8% | +4.9% | +0.9% | +3.0% |
| 30D | -18.5% | +20.9% | -39.4% | -26.9% |
| 3M | -30.0% | +8.0% | -37.9% | -33.7% |
| 6M | -56.2% | -5.3% | -50.9% | -56.2% |
| YTD | -26.4% | +5.9% | -32.3% | -33.0% |
| 1Y | -42.2% | +14.2% | -56.4% | -50.1% |
| 3Y | -76.8% | -37.0% | -39.9% | -71.5% |
| 5Y | -96.2% | -29.7% | -66.5% | -95.6% |
| All | +15.1% | +3.4% | +11.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling