-96.5%
PLUG vs STZ
-29.7%
-66.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.1% |
| 7D | +5.8% | +4.9% | +0.9% | +3.5% |
| 30D | -18.5% | +20.9% | -39.4% | -25.6% |
| 3M | -30.0% | +8.0% | -37.9% | -33.0% |
| 6M | -56.2% | -5.3% | -50.9% | -55.8% |
| YTD | -26.4% | +5.9% | -32.3% | -33.4% |
| 1Y | -42.2% | +14.2% | -56.4% | -50.7% |
| 3Y | -76.8% | -37.0% | -39.9% | -70.1% |
| All | -96.5% | -29.7% | -66.8% | -95.5% |
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 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