+353.6%
EWZ vs PLUG
-99.8%
+453.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.3% |
| 7D | -4.1% | +2.8% | -6.9% | -4.4% |
| 30D | -25.0% | -22.8% | -2.2% | -23.2% |
| 3M | -10.6% | -32.4% | +21.8% | -7.5% |
| 6M | -16.6% | -53.4% | +36.7% | -11.3% |
| YTD | +2.5% | -25.9% | +28.4% | +2.8% |
| 1Y | +8.1% | -42.1% | +50.1% | +10.6% |
| 3Y | +20.4% | -77.9% | +98.4% | +20.3% |
| 5Y | +62.7% | -96.4% | +159.1% | +84.8% |
| 10Y | +52.6% | +2.8% | +49.8% | +5.9% |
| All | +353.6% | -99.8% | +453.4% | +199.8% |
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