-46.2%
PLUG vs ZCMD
-99.9%
+53.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -6.8% | +1.4% | -8.2% | -6.9% |
| 30D | -16.0% | -29.9% | +13.8% | -15.5% |
| 3M | -38.7% | -54.9% | +16.1% | -38.0% |
| 6M | -61.4% | -99.7% | +38.3% | -57.2% |
| YTD | -31.0% | -99.9% | +68.9% | -20.0% |
| 1Y | -46.2% | -99.9% | +53.7% | -32.1% |
| All | -46.2% | -99.9% | +53.7% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling