-98.6%
PLUG vs STZ
+1,943.0%
-2,041.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | +3.3% | -1.9% | +5.2% | +4.0% |
| 3M | -39.7% | -6.2% | -33.5% | -38.7% |
| 6M | -12.5% | -14.0% | +1.5% | -8.8% |
| YTD | +10.2% | -5.1% | +15.3% | +9.2% |
| 1Y | +50.7% | -9.6% | +60.3% | +52.1% |
| 3Y | -74.5% | -47.2% | -27.3% | -68.3% |
| 5Y | -91.8% | -33.6% | -58.2% | -90.5% |
| 10Y | +43.7% | -9.8% | +53.5% | +46.7% |
| All | -98.6% | +1,943.0% | -2,041.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling