+7,232.4%
EW vs PLUG
-99.9%
+7,332.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.8% |
| 7D | +6.8% | -4.9% | +11.7% | +7.0% |
| 30D | +16.6% | -27.4% | +44.0% | +18.4% |
| 3M | +13.3% | -35.7% | +49.0% | +15.7% |
| 6M | +21.6% | -59.3% | +80.9% | +26.5% |
| YTD | +18.3% | -31.5% | +49.7% | +18.8% |
| 1Y | +21.7% | -48.9% | +70.6% | +23.9% |
| 3Y | +50.3% | -79.6% | +129.9% | +50.7% |
| 5Y | -15.0% | -96.5% | +81.5% | -8.8% |
| 10Y | +237.5% | -4.9% | +242.4% | +192.1% |
| All | +7,232.4% | -99.9% | +7,332.2% | +5,756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling