+18.1%
EWZ vs PLUG
-79.9%
+98.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.2% |
| 7D | -4.2% | -4.9% | +0.8% | -4.0% |
| 30D | -26.1% | -27.4% | +1.3% | -25.1% |
| 3M | -12.0% | -35.7% | +23.7% | -10.3% |
| 6M | -19.3% | -59.3% | +40.1% | -16.3% |
| YTD | +0.9% | -31.5% | +32.4% | +1.5% |
| 1Y | +3.4% | -48.9% | +52.2% | +5.2% |
| All | +18.1% | -79.9% | +98.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling