-97.3%
PLUG vs Z
-53.4%
-43.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.5% | -14.0% | -12.6% |
| 7D | -23.4% | +0.8% | -24.3% | -23.9% |
| 30D | -23.4% | +5.2% | -28.6% | -27.3% |
| 3M | -51.7% | -17.0% | -34.7% | -47.8% |
| 6M | -72.0% | -22.7% | -49.3% | -69.0% |
| YTD | -43.7% | -56.3% | +12.7% | -11.3% |
| 1Y | -55.4% | -57.7% | +2.2% | -28.6% |
| 3Y | -68.0% | -16.5% | -51.5% | -71.2% |
| All | -97.3% | -53.4% | -43.9% | -96.9% |
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