-12.4%
EW vs PLUG
-96.5%
+84.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.1% |
| 7D | +9.3% | -3.2% | +12.5% | +9.4% |
| 30D | +22.1% | -18.7% | +40.8% | +23.6% |
| 3M | +13.0% | -35.3% | +48.3% | +15.9% |
| 6M | +30.1% | -56.2% | +86.3% | +36.2% |
| YTD | +22.0% | -30.7% | +52.7% | +22.2% |
| 1Y | +23.7% | -46.7% | +70.4% | +26.0% |
| 3Y | +62.0% | -61.3% | +123.3% | +54.4% |
| 5Y | -12.4% | -96.6% | +84.2% | +12.5% |
| All | -12.4% | -96.5% | +84.0% | +12.5% |
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