-49.1%
ZTS vs PLUG
-78.4%
+29.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.4% | -10.7% | -3.4% |
| 7D | -0.4% | +5.8% | -6.2% | -0.5% |
| 30D | +11.7% | -18.5% | +30.3% | +12.0% |
| 3M | +3.5% | -30.0% | +33.4% | +3.9% |
| 6M | -27.6% | -56.2% | +28.6% | -26.8% |
| YTD | -35.5% | -26.4% | -9.1% | -35.8% |
| 1Y | -32.1% | -42.2% | +10.1% | -32.1% |
| 3Y | -49.1% | -76.8% | +27.8% | -48.5% |
| All | -49.1% | -78.4% | +29.3% | -48.5% |
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