+1.1%
PLUG vs ZBRA
+373.7%
-372.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.6% | -7.4% | -8.1% |
| 7D | -3.2% | -2.5% | -0.7% | -1.6% |
| 30D | -18.7% | -17.0% | -1.8% | -9.8% |
| 3M | -35.3% | -15.0% | -20.3% | -29.4% |
| 6M | -56.2% | +42.2% | -98.4% | -66.5% |
| YTD | -30.7% | +32.4% | -63.1% | -45.5% |
| 1Y | -46.7% | +23.3% | -70.0% | -56.0% |
| 3Y | -61.3% | +55.9% | -117.2% | -74.1% |
| 5Y | -96.6% | -44.8% | -51.8% | -95.8% |
| 10Y | +1.1% | +371.4% | -370.3% | -16.5% |
| All | +1.1% | +373.7% | -372.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling