+45.4%
ZM vs PLUG
-78.4%
+123.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +0.8% |
| 7D | -5.9% | +5.8% | -11.7% | -6.2% |
| 30D | -5.2% | -18.5% | +13.4% | -4.2% |
| 3M | -11.3% | -30.0% | +18.7% | -9.7% |
| 6M | -14.5% | -56.2% | +41.7% | -11.3% |
| YTD | +4.2% | -26.4% | +30.6% | +4.9% |
| 1Y | +9.3% | -42.2% | +51.5% | +11.0% |
| 3Y | +45.4% | -76.8% | +122.2% | +44.1% |
| All | +45.4% | -78.4% | +123.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling