-52.6%
PLUG vs Z
+9.5%
-62.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.6% | +3.1% | -2.4% |
| 7D | -4.9% | -2.3% | -2.7% | -4.4% |
| 30D | -27.4% | +9.4% | -36.8% | -31.6% |
| 3M | -35.7% | -16.1% | -19.6% | -32.1% |
| 6M | -59.3% | -30.4% | -28.9% | -53.6% |
| YTD | -31.5% | -55.6% | +24.1% | -3.9% |
| 1Y | -48.9% | -58.5% | +9.7% | -26.0% |
| 3Y | -79.6% | -19.6% | -60.0% | -79.3% |
| 5Y | -96.5% | -54.1% | -42.3% | -95.5% |
| 10Y | -4.9% | -12.1% | +7.1% | -4.9% |
| All | -52.6% | +9.5% | -62.2% | -58.6% |
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 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