+57.8%
EWZ vs PLUG
-96.4%
+154.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.4% | -6.7% | +0.2% |
| 7D | -1.5% | +5.8% | -7.3% | -1.9% |
| 30D | -24.5% | -18.5% | -6.0% | -23.6% |
| 3M | -10.7% | -30.0% | +19.3% | -8.8% |
| 6M | -19.1% | -56.2% | +37.1% | -15.3% |
| YTD | +1.6% | -26.4% | +28.0% | +1.9% |
| 1Y | +4.3% | -42.2% | +46.5% | +6.0% |
| 3Y | +19.0% | -76.8% | +95.8% | +19.7% |
| All | +57.8% | -96.4% | +154.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling