+301.5%
EMR vs PLUG
+25.0%
+276.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +4.1% |
| 7D | +2.1% | +14.5% | -12.4% | +1.0% |
| 30D | +4.8% | -10.7% | +15.5% | +5.6% |
| 3M | +7.5% | -31.2% | +38.7% | +10.6% |
| 6M | +20.9% | -51.9% | +72.8% | +27.3% |
| YTD | +29.2% | -23.9% | +53.0% | +29.6% |
| 1Y | +33.0% | -43.4% | +76.4% | +36.3% |
| 3Y | +109.8% | -74.7% | +184.5% | +108.2% |
| 5Y | +91.9% | -96.3% | +188.3% | +117.9% |
| 10Y | +301.5% | +20.0% | +281.5% | +212.0% |
| All | +301.5% | +25.0% | +276.5% | +212.0% |
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 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