+62.0%
EW vs PLUG
-75.5%
+137.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +2.4% |
| 7D | +12.3% | +14.5% | -2.2% | +11.9% |
| 30D | +22.9% | -10.7% | +33.6% | +23.1% |
| 3M | +16.7% | -31.2% | +47.9% | +17.6% |
| 6M | +31.0% | -51.9% | +82.9% | +32.8% |
| YTD | +22.8% | -23.9% | +46.7% | +22.6% |
| 1Y | +25.6% | -43.4% | +69.0% | +26.3% |
| 3Y | +62.0% | -74.7% | +136.7% | +63.7% |
| All | +62.0% | -75.5% | +137.5% | +63.7% |
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