-96.6%
PLUG vs STZ
-27.8%
-68.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | +5.3% | -8.5% | -5.3% |
| 30D | -18.7% | +19.6% | -38.3% | -25.3% |
| 3M | -35.3% | +10.0% | -45.3% | -38.6% |
| 6M | -56.2% | -0.3% | -56.0% | -57.0% |
| YTD | -30.7% | +8.6% | -39.3% | -37.9% |
| 1Y | -46.7% | +16.6% | -63.3% | -54.8% |
| 3Y | -61.3% | -34.8% | -26.5% | -51.0% |
| 5Y | -96.6% | -27.8% | -68.8% | -95.8% |
| All | -96.6% | -27.8% | -68.8% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling