-70.0%
PLUG vs ZCMD
-100.0%
+30.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.3% |
| 7D | +5.8% | -4.4% | +10.3% | +6.0% |
| 30D | -18.5% | -43.0% | +24.4% | -16.9% |
| 3M | -30.0% | -54.9% | +24.9% | -28.3% |
| 6M | -56.2% | -99.8% | +43.6% | -48.0% |
| YTD | -26.4% | -99.9% | +73.5% | -11.0% |
| 1Y | -42.2% | -99.9% | +57.7% | -28.5% |
| 3Y | -76.8% | -100.0% | +23.2% | -66.6% |
| 5Y | -96.2% | -100.0% | +3.8% | -94.3% |
| All | -70.0% | -100.0% | +30.0% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling