+905.8%
EWY vs PLUG
-99.7%
+1,005.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.4% |
| 7D | -6.3% | +14.5% | -20.8% | -7.4% |
| 30D | -19.8% | -10.7% | -9.1% | -18.9% |
| 3M | -14.4% | -31.2% | +16.7% | -11.3% |
| 6M | -25.3% | -51.9% | +26.6% | -20.0% |
| YTD | +46.2% | -23.9% | +70.0% | +48.4% |
| 1Y | +58.3% | -43.4% | +101.7% | +64.4% |
| 3Y | +155.0% | -74.7% | +229.7% | +156.2% |
| 5Y | +99.5% | -96.3% | +195.8% | +128.3% |
| 10Y | +219.4% | +20.0% | +199.4% | +133.5% |
| All | +905.8% | -99.7% | +1,005.5% | +637.3% |
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