+503.2%
ZS vs PLUG
-23.5%
+526.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.8% | +0.1% |
| 7D | -11.1% | +14.5% | -25.6% | -13.1% |
| 30D | -14.8% | -10.7% | -4.1% | -13.3% |
| 3M | +18.0% | -31.2% | +49.2% | +24.6% |
| 6M | +30.8% | -51.9% | +82.8% | +43.5% |
| YTD | -11.5% | -23.9% | +12.4% | -12.8% |
| 1Y | -37.8% | -43.4% | +5.6% | -35.9% |
| 3Y | +16.6% | -74.7% | +91.3% | +11.1% |
| 5Y | -43.6% | -96.3% | +52.8% | -19.9% |
| All | +503.2% | -23.5% | +526.6% | +319.9% |
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 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