-96.3%
PLUG vs Z
-55.0%
-41.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.3% | +1.2% |
| 7D | +14.5% | -5.2% | +19.7% | +17.4% |
| 30D | -10.7% | +5.7% | -16.4% | -15.5% |
| 3M | -31.2% | -8.7% | -22.4% | -30.1% |
| 6M | -51.9% | -26.0% | -26.0% | -45.4% |
| YTD | -23.9% | -55.0% | +31.2% | +17.8% |
| 1Y | -43.4% | -58.0% | +14.6% | -8.7% |
| 3Y | -74.7% | -15.2% | -59.5% | -77.6% |
| 5Y | -96.3% | -53.8% | -42.5% | -95.7% |
| All | -96.3% | -55.0% | -41.3% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling