+158.3%
EWJ vs PLUG
-98.6%
+256.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | +3.3% | +3.3% | -0.1% | +3.0% |
| 3M | +5.0% | -39.7% | +44.7% | +7.7% |
| 6M | +11.5% | -12.5% | +24.0% | +11.6% |
| YTD | +22.4% | +10.2% | +12.2% | +20.3% |
| 1Y | +30.2% | +50.7% | -20.5% | +24.5% |
| 3Y | +72.8% | -74.5% | +147.3% | +71.8% |
| 5Y | +54.1% | -91.8% | +145.9% | +58.4% |
| 10Y | +140.6% | +43.7% | +96.9% | +95.1% |
| All | +158.3% | -98.6% | +256.9% | +99.5% |
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 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