+311.3%
EMR vs PLUG
+6.6%
+304.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.8% |
| 7D | -1.6% | +5.8% | -7.4% | -2.1% |
| 30D | +2.0% | -18.5% | +20.5% | +3.6% |
| 3M | +3.8% | -30.0% | +33.8% | +6.6% |
| 6M | +10.5% | -56.2% | +66.7% | +17.3% |
| YTD | +23.7% | -26.4% | +50.1% | +24.4% |
| 1Y | +25.4% | -42.2% | +67.6% | +28.3% |
| 3Y | +86.6% | -76.8% | +163.4% | +86.7% |
| 5Y | +83.0% | -96.2% | +179.2% | +107.2% |
| All | +311.3% | +6.6% | +304.7% | +225.1% |
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