+63.4%
ZM vs PLUG
-14.6%
+78.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.4% | +2.8% |
| 7D | +2.9% | -0.9% | +3.9% | +3.1% |
| 30D | +0.7% | +3.3% | -2.6% | +0.2% |
| 3M | -3.7% | -39.7% | +36.0% | +3.0% |
| 6M | +29.9% | -12.5% | +42.4% | +29.7% |
| YTD | +17.4% | +10.2% | +7.3% | +11.9% |
| 1Y | +22.4% | +50.7% | -28.3% | +6.5% |
| 3Y | +41.3% | -74.5% | +115.8% | +41.6% |
| 5Y | -66.0% | -91.8% | +25.8% | -58.9% |
| All | +63.4% | -14.6% | +78.0% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling