+235.5%
EW vs PLUG
+6.6%
+228.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +0.8% |
| 7D | +11.0% | +5.8% | +5.2% | +10.5% |
| 30D | +19.1% | -18.5% | +37.6% | +20.6% |
| 3M | +14.4% | -30.0% | +44.3% | +16.8% |
| 6M | +22.8% | -56.2% | +79.0% | +28.8% |
| YTD | +19.8% | -26.4% | +46.2% | +19.8% |
| 1Y | +23.9% | -42.2% | +66.1% | +25.7% |
| 3Y | +52.2% | -76.8% | +129.1% | +51.7% |
| 5Y | -13.9% | -96.2% | +82.3% | -3.4% |
| All | +235.5% | +6.6% | +228.9% | +175.5% |
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