-49.1%
PLUG vs Z
+6.9%
-56.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.9% | +8.6% |
| 7D | +5.8% | -4.6% | +10.4% | +7.5% |
| 30D | -18.5% | +8.3% | -26.9% | -23.0% |
| 3M | -30.0% | -11.6% | -18.3% | -27.8% |
| 6M | -56.2% | -33.6% | -22.6% | -48.9% |
| YTD | -26.4% | -56.7% | +30.3% | +4.3% |
| 1Y | -42.2% | -59.1% | +16.9% | -15.9% |
| 3Y | -76.8% | -20.4% | -56.5% | -76.4% |
| 5Y | -96.2% | -55.3% | -41.0% | -95.1% |
| 10Y | +2.1% | -14.2% | +16.3% | +3.2% |
| All | -49.1% | +6.9% | -56.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling