+138.5%
EWJ vs PLUG
+56.9%
+81.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -0.6% |
| 7D | +2.9% | +8.1% | -5.3% | +2.4% |
| 30D | +1.1% | +3.7% | -2.6% | +0.8% |
| 3M | +7.1% | -29.2% | +36.3% | +8.9% |
| 6M | +16.2% | +6.1% | +10.1% | +15.1% |
| YTD | +22.0% | +14.7% | +7.3% | +19.7% |
| 1Y | +26.2% | +56.9% | -30.7% | +20.5% |
| 3Y | +73.5% | -71.6% | +145.1% | +72.1% |
| 5Y | +52.7% | -91.0% | +143.7% | +57.6% |
| 10Y | +138.5% | +55.9% | +82.6% | +106.2% |
| All | +138.5% | +56.9% | +81.5% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling