-98.2%
PLUG vs ZBH
+287.8%
-386.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | -0.9% | -2.8% | +1.9% | +0.8% |
| 30D | +3.3% | -0.1% | +3.4% | +3.1% |
| 3M | -39.7% | +13.4% | -53.2% | -45.5% |
| 6M | -12.5% | +3.0% | -15.5% | -17.3% |
| YTD | +10.2% | +9.7% | +0.5% | -0.6% |
| 1Y | +50.7% | -5.4% | +56.1% | +46.8% |
| 3Y | -74.5% | -15.6% | -58.9% | -73.8% |
| 5Y | -91.8% | -28.1% | -63.7% | -90.5% |
| 10Y | +43.7% | -15.2% | +58.9% | +41.7% |
| All | -98.2% | +287.8% | -386.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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