+20.0%
PLUG vs Z
-11.7%
+31.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.3% | +1.6% |
| 7D | +14.5% | -5.2% | +19.7% | +17.0% |
| 30D | -10.7% | +5.7% | -16.4% | -14.5% |
| 3M | -31.2% | -8.7% | -22.4% | -30.2% |
| 6M | -51.9% | -26.0% | -26.0% | -46.7% |
| YTD | -23.9% | -55.0% | +31.2% | +7.3% |
| 1Y | -43.4% | -58.0% | +14.6% | -17.6% |
| 3Y | -74.7% | -15.2% | -59.5% | -75.1% |
| 5Y | -96.3% | -53.8% | -42.5% | -95.3% |
| 10Y | +20.0% | -14.5% | +34.5% | +33.1% |
| All | +20.0% | -11.7% | +31.7% | +33.1% |
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