-23.9%
PLUG vs Z
+25.1%
-49.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +5.0% | +3.9% |
| 7D | -0.9% | -3.0% | +2.1% | +0.5% |
| 30D | +3.3% | -4.2% | +7.5% | +4.7% |
| 3M | -39.7% | -3.7% | -36.0% | -40.0% |
| 6M | -12.5% | -24.5% | +12.0% | -2.9% |
| YTD | +10.2% | -49.3% | +59.4% | +48.1% |
| 1Y | +50.7% | -58.7% | +109.4% | +120.3% |
| 3Y | -74.5% | -34.1% | -40.4% | -70.9% |
| 5Y | -91.8% | -64.5% | -27.2% | -88.5% |
| 10Y | +43.7% | -0.5% | +44.2% | +37.9% |
| All | -23.9% | +25.1% | -49.0% | -36.3% |
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