+242.9%
EW vs PLUG
-1.4%
+244.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.1% |
| 7D | +9.3% | -2.8% | +12.1% | +9.4% |
| 30D | +22.1% | -18.5% | +40.5% | +23.6% |
| 3M | +13.0% | -35.1% | +48.1% | +16.1% |
| 6M | +30.1% | -56.1% | +86.2% | +36.5% |
| YTD | +22.0% | -30.5% | +52.5% | +22.4% |
| 1Y | +23.7% | -46.5% | +70.2% | +26.1% |
| 3Y | +62.0% | -61.2% | +123.2% | +55.2% |
| 5Y | -12.4% | -96.6% | +84.2% | -0.9% |
| All | +242.9% | -1.4% | +244.3% | +184.1% |
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 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