-23.4%
PLUG vs ZYBT
-58.1%
+34.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.1% |
| 7D | +8.1% | -4.2% | +12.4% | +8.1% |
| 30D | +3.7% | -16.4% | +20.1% | +3.7% |
| 3M | -29.2% | +82.9% | -112.0% | -28.5% |
| 6M | +6.1% | +110.7% | -104.6% | +4.9% |
| YTD | +14.7% | +37.4% | -22.7% | +15.3% |
| 1Y | +56.9% | -80.6% | +137.6% | +67.1% |
| All | -23.4% | -58.1% | +34.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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