-8.2%
EW vs PLUG
-97.5%
+89.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.5% | +11.8% | +2.0% |
| 7D | +4.9% | -23.4% | +28.4% | +6.7% |
| 30D | +23.9% | -23.4% | +47.4% | +25.9% |
| 3M | +15.8% | -51.7% | +67.5% | +21.0% |
| 6M | +31.7% | -72.0% | +103.6% | +42.2% |
| YTD | +25.7% | -43.7% | +69.3% | +27.6% |
| 1Y | +24.4% | -55.4% | +79.9% | +28.2% |
| 3Y | +65.9% | -68.0% | +133.9% | +59.6% |
| All | -8.2% | -97.5% | +89.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling