-26.5%
PLUG vs Z
-16.5%
-10.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.5% | -14.0% | -12.2% |
| 7D | -23.4% | +0.8% | -24.3% | -23.8% |
| 30D | -23.4% | +5.2% | -28.6% | -26.5% |
| 3M | -51.7% | -17.0% | -34.7% | -48.5% |
| 6M | -72.0% | -22.7% | -49.3% | -69.5% |
| YTD | -43.7% | -56.3% | +12.7% | -19.5% |
| 1Y | -55.4% | -57.7% | +2.2% | -35.4% |
| 3Y | -68.0% | -16.5% | -51.5% | -68.1% |
| 5Y | -97.4% | -53.4% | -44.0% | -96.7% |
| All | -26.5% | -16.5% | -10.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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