-17.9%
PLUG vs Z
-19.3%
+1.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.3% | -6.6% | -7.7% |
| 7D | -8.1% | -4.9% | -3.2% | -5.7% |
| 30D | -20.5% | +3.0% | -23.5% | -22.7% |
| 3M | -45.9% | -13.4% | -32.4% | -43.4% |
| 6M | -65.2% | -27.3% | -37.8% | -60.9% |
| YTD | -37.1% | -57.8% | +20.7% | -8.3% |
| 1Y | -54.6% | -60.0% | +5.4% | -32.0% |
| 3Y | -64.9% | -21.5% | -43.3% | -63.8% |
| 5Y | -97.1% | -55.0% | -42.2% | -96.3% |
| All | -17.9% | -19.3% | +1.4% | -7.6% |
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