+3.4%
EWZ vs PLUG
-47.3%
+50.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.1% |
| 7D | -4.2% | -4.9% | +0.8% | -3.9% |
| 30D | -26.1% | -27.4% | +1.3% | -24.9% |
| 3M | -12.0% | -35.7% | +23.7% | -10.1% |
| 6M | -19.3% | -59.3% | +40.1% | -16.0% |
| YTD | +0.9% | -31.5% | +32.4% | +1.6% |
| 1Y | +3.4% | -48.9% | +52.2% | +5.9% |
| All | +3.4% | -47.3% | +50.6% | +5.9% |
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