+41.6%
EWJ vs PLUG
-96.4%
+138.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.5% |
| 7D | -5.0% | +5.8% | -10.8% | -5.4% |
| 30D | -10.2% | -18.5% | +8.3% | -9.2% |
| 3M | -7.2% | -30.0% | +22.7% | -5.4% |
| 6M | -3.2% | -56.2% | +53.0% | +1.0% |
| YTD | +9.9% | -26.4% | +36.3% | +10.5% |
| 1Y | +11.0% | -42.2% | +53.2% | +12.9% |
| 3Y | +57.3% | -76.8% | +134.2% | +59.6% |
| All | +41.6% | -96.4% | +138.0% | +65.0% |
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 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