+950.0%
EMR vs PLUG
-98.6%
+1,048.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -5.6% | +3.3% | -9.0% | -5.9% |
| 3M | +7.9% | -39.7% | +47.7% | +11.8% |
| 6M | +6.0% | -12.5% | +18.5% | +6.1% |
| YTD | +16.4% | +10.2% | +6.3% | +13.8% |
| 1Y | +16.6% | +50.7% | -34.1% | +9.6% |
| 3Y | +62.9% | -74.5% | +137.4% | +61.5% |
| 5Y | +60.1% | -91.8% | +151.9% | +66.4% |
| 10Y | +268.8% | +43.7% | +225.0% | +178.0% |
| All | +950.0% | -98.6% | +1,048.6% | +607.4% |
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