+174.6%
ZTS vs PLUG
+371.7%
-197.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | +1.9% | +3.3% | -1.4% | +1.7% |
| 3M | -4.0% | -39.7% | +35.7% | -2.2% |
| 6M | -39.1% | -12.5% | -26.6% | -39.2% |
| YTD | -38.8% | +10.2% | -49.0% | -39.8% |
| 1Y | -49.6% | +50.7% | -100.3% | -51.5% |
| 3Y | -59.0% | -74.5% | +15.5% | -59.2% |
| 5Y | -61.8% | -91.8% | +30.0% | -60.8% |
| 10Y | +61.4% | +43.7% | +17.7% | +43.2% |
| All | +174.6% | +371.7% | -197.1% | +131.1% |
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 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