+55.0%
EWY vs PLUG
-51.0%
+106.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.8% | +7.2% | +0.7% |
| 7D | +10.4% | -8.1% | +18.6% | +12.7% |
| 30D | -12.7% | -20.5% | +7.8% | -7.4% |
| 3M | -17.3% | -45.9% | +28.5% | -4.1% |
| 6M | -18.6% | -65.2% | +46.6% | 0.0% |
| YTD | +49.5% | -37.1% | +86.6% | +76.7% |
| 1Y | +55.0% | -54.6% | +109.5% | +88.0% |
| All | +55.0% | -51.0% | +106.0% | +88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling