-68.9%
PLUG vs ZCMD
-100.0%
+31.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.9% | +3.4% |
| 7D | +14.5% | +9.1% | +5.5% | +14.1% |
| 30D | -10.7% | -37.1% | +26.4% | -9.3% |
| 3M | -31.2% | -53.7% | +22.5% | -29.6% |
| 6M | -51.9% | -99.7% | +47.7% | -44.1% |
| YTD | -23.9% | -99.9% | +76.0% | -8.0% |
| 1Y | -43.4% | -99.9% | +56.5% | -30.1% |
| 3Y | -74.7% | -100.0% | +25.3% | -63.6% |
| 5Y | -96.3% | -100.0% | +3.7% | -94.4% |
| All | -68.9% | -100.0% | +31.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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