+239.8%
EW vs PLUG
+25.0%
+214.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +2.3% |
| 7D | +12.3% | +14.5% | -2.2% | +11.2% |
| 30D | +22.9% | -10.7% | +33.6% | +23.7% |
| 3M | +16.7% | -31.2% | +47.9% | +19.4% |
| 6M | +31.0% | -51.9% | +82.9% | +36.6% |
| YTD | +22.8% | -23.9% | +46.7% | +22.5% |
| 1Y | +25.6% | -43.4% | +69.0% | +27.6% |
| 3Y | +62.0% | -74.7% | +136.7% | +60.2% |
| 5Y | -12.8% | -96.3% | +83.5% | -1.9% |
| 10Y | +239.8% | +20.0% | +219.8% | +183.4% |
| All | +239.8% | +25.0% | +214.8% | +183.4% |
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