+280.3%
EMR vs PLUG
-16.6%
+296.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.7% |
| 7D | +2.7% | -8.5% | +11.2% | +3.3% |
| 30D | +2.1% | -20.8% | +22.9% | +3.9% |
| 3M | +2.3% | -46.1% | +48.3% | +7.3% |
| 6M | +22.5% | -65.3% | +87.8% | +32.6% |
| YTD | +27.2% | -37.3% | +64.5% | +29.6% |
| 1Y | +28.0% | -54.8% | +82.8% | +33.6% |
| 3Y | +103.4% | -65.0% | +168.4% | +97.6% |
| 5Y | +88.2% | -97.1% | +185.3% | +118.1% |
| All | +280.3% | -16.6% | +296.8% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling