-55.1%
PLUG vs ZCMD
-100.0%
+44.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.6% | +3.0% |
| 7D | -0.9% | -8.0% | +7.1% | -0.6% |
| 30D | +3.3% | -27.9% | +31.2% | +4.3% |
| 3M | -39.7% | -74.6% | +34.9% | -40.0% |
| 6M | -12.5% | -99.5% | +87.0% | -0.2% |
| YTD | +10.2% | -99.7% | +109.9% | +30.9% |
| 1Y | +50.7% | -99.9% | +150.6% | +86.1% |
| 3Y | -74.5% | -100.0% | +25.5% | -63.3% |
| 5Y | -91.8% | -100.0% | +8.2% | -88.0% |
| All | -55.1% | -100.0% | +44.9% | -12.5% |
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