+293.2%
EWY vs PLUG
+56.9%
+236.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.2% |
| 7D | +8.0% | +8.1% | -0.1% | +7.2% |
| 30D | +14.3% | +3.7% | +10.7% | +14.0% |
| 3M | +2.3% | -29.2% | +31.5% | +5.5% |
| 6M | +49.9% | +6.1% | +43.8% | +49.0% |
| YTD | +95.3% | +14.7% | +80.6% | +91.4% |
| 1Y | +161.7% | +56.9% | +104.8% | +145.5% |
| 3Y | +230.2% | -71.6% | +301.8% | +228.8% |
| 5Y | +148.1% | -91.0% | +239.2% | +162.4% |
| 10Y | +293.2% | +55.9% | +237.3% | +234.7% |
| All | +293.2% | +56.9% | +236.2% | +234.7% |
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