+235.5%
EWY vs PLUG
-16.2%
+251.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.8% | +7.2% | -0.8% |
| 7D | +10.4% | -8.1% | +18.6% | +11.3% |
| 30D | -12.7% | -20.5% | +7.8% | -10.8% |
| 3M | -17.3% | -45.9% | +28.5% | -12.4% |
| 6M | -18.6% | -65.2% | +46.6% | -10.3% |
| YTD | +49.5% | -37.1% | +86.6% | +55.1% |
| 1Y | +55.0% | -54.6% | +109.5% | +64.6% |
| 3Y | +159.0% | -64.9% | +223.9% | +157.5% |
| 5Y | +102.5% | -97.1% | +199.6% | +136.7% |
| All | +235.5% | -16.2% | +251.8% | +201.1% |
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