-68.0%
PLUG vs STZ
-34.9%
-33.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.6% |
| 7D | -23.4% | +2.6% | -26.0% | -23.7% |
| 30D | -23.4% | +15.2% | -38.6% | -25.3% |
| 3M | -51.7% | +7.6% | -59.4% | -52.3% |
| 6M | -72.0% | +5.3% | -77.2% | -72.3% |
| YTD | -43.7% | +8.6% | -52.3% | -47.1% |
| 1Y | -55.4% | +15.6% | -71.0% | -59.4% |
| 3Y | -68.0% | -35.2% | -32.9% | -64.5% |
| All | -68.0% | -34.9% | -33.1% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling