-26.5%
PLUG vs STZ
+13.4%
-39.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.8% |
| 7D | -23.4% | +2.6% | -26.0% | -24.5% |
| 30D | -23.4% | +15.2% | -38.6% | -29.4% |
| 3M | -51.7% | +7.6% | -59.4% | -54.3% |
| 6M | -72.0% | +5.3% | -77.2% | -73.5% |
| YTD | -43.7% | +8.6% | -52.3% | -49.5% |
| 1Y | -55.4% | +15.6% | -71.0% | -61.7% |
| 3Y | -68.0% | -35.2% | -32.9% | -61.2% |
| 5Y | -97.4% | -29.1% | -68.3% | -97.0% |
| All | -26.5% | +13.4% | -39.9% | -19.4% |
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