-99.1%
PLUG vs ZBRA
+1,197.0%
-1,296.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.0% | -7.8% |
| 7D | -2.8% | -2.5% | -0.4% | -1.4% |
| 30D | -18.5% | -17.0% | -1.5% | -10.5% |
| 3M | -35.1% | -15.0% | -20.1% | -29.8% |
| 6M | -56.1% | +42.2% | -98.3% | -65.0% |
| YTD | -30.5% | +32.4% | -62.8% | -43.2% |
| 1Y | -46.5% | +23.3% | -69.8% | -54.5% |
| 3Y | -61.2% | +55.9% | -117.1% | -71.7% |
| 5Y | -96.6% | -44.8% | -51.8% | -95.7% |
| 10Y | +1.5% | +371.4% | -369.9% | -55.8% |
| All | -99.1% | +1,197.0% | -1,296.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling