+65.9%
EW vs PLUG
-66.9%
+132.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.5% | +11.8% | +1.5% |
| 7D | +4.9% | -23.4% | +28.4% | +5.6% |
| 30D | +23.9% | -23.4% | +47.4% | +24.7% |
| 3M | +15.8% | -51.7% | +67.5% | +17.6% |
| 6M | +31.7% | -72.0% | +103.6% | +35.3% |
| YTD | +25.7% | -43.7% | +69.3% | +26.3% |
| 1Y | +24.4% | -55.4% | +79.9% | +25.8% |
| 3Y | +65.9% | -68.0% | +133.9% | +68.9% |
| All | +65.9% | -66.9% | +132.7% | +68.9% |
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