+266.6%
EW vs PLUG
-16.2%
+282.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.8% | +8.8% | +0.6% |
| 7D | +4.9% | -8.1% | +13.1% | +5.5% |
| 30D | +24.1% | -20.5% | +44.6% | +25.9% |
| 3M | +13.7% | -45.9% | +59.6% | +18.2% |
| 6M | +32.7% | -65.2% | +97.9% | +41.6% |
| YTD | +24.1% | -37.1% | +61.2% | +25.3% |
| 1Y | +23.6% | -54.6% | +78.2% | +27.5% |
| 3Y | +64.8% | -64.9% | +129.6% | +58.9% |
| 5Y | -8.8% | -97.1% | +88.3% | +4.5% |
| All | +266.6% | -16.2% | +282.8% | +212.5% |
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 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