+47.9%
ZM vs PLUG
-40.9%
+88.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.5% |
| 7D | -0.3% | +14.5% | -14.8% | -2.3% |
| 30D | -6.2% | -10.7% | +4.5% | -4.7% |
| 3M | -12.2% | -31.2% | +19.0% | -7.7% |
| 6M | -16.0% | -51.9% | +35.9% | -8.1% |
| YTD | +6.3% | -23.9% | +30.1% | +6.5% |
| 1Y | +12.3% | -43.4% | +55.7% | +16.9% |
| 3Y | +51.2% | -74.7% | +125.9% | +47.9% |
| 5Y | -64.5% | -96.3% | +31.8% | -51.4% |
| All | +47.9% | -40.9% | +88.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling