+366.2%
EFA vs PLUG
-98.6%
+464.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.3% |
| 7D | -1.4% | +5.8% | -7.3% | -1.9% |
| 30D | -1.2% | -18.5% | +17.4% | +0.2% |
| 3M | -5.1% | -30.0% | +24.9% | -2.9% |
| 6M | -1.2% | -56.2% | +54.9% | +4.0% |
| YTD | +7.8% | -26.4% | +34.2% | +8.2% |
| 1Y | +12.2% | -42.2% | +54.4% | +14.2% |
| 3Y | +61.5% | -76.8% | +138.4% | +61.0% |
| 5Y | +45.8% | -96.2% | +142.0% | +60.2% |
| 10Y | +141.8% | +2.1% | +139.7% | +84.8% |
| All | +366.2% | -98.6% | +464.8% | +219.0% |
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