+18.3%
EW vs PLUG
-74.3%
+92.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +1.0% | +3.3% | -2.3% | +0.9% |
| 3M | +2.8% | -39.7% | +42.5% | +4.1% |
| 6M | +5.5% | -12.5% | +18.0% | +5.4% |
| YTD | +5.5% | +10.2% | -4.7% | +4.3% |
| 1Y | +11.0% | +50.7% | -39.7% | +7.1% |
| All | +18.3% | -74.3% | +92.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling