-71.6%
PLUG vs ZCMD
-100.0%
+28.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | +8.1% | -1.4% | +9.5% | +8.1% |
| 30D | +3.7% | -21.6% | +25.2% | +4.0% |
| 3M | -29.2% | -67.4% | +38.2% | -29.5% |
| 6M | +6.1% | -99.4% | +105.5% | +11.9% |
| YTD | +14.7% | -99.7% | +114.5% | +23.1% |
| 1Y | +56.9% | -99.9% | +156.8% | +70.6% |
| 3Y | -71.6% | -100.0% | +28.4% | -69.5% |
| All | -71.6% | -100.0% | +28.4% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling