-26.5%
PLUG vs EMB
+36.5%
-63.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -9.9% |
| 7D | -23.4% | -0.9% | -22.5% | -21.5% |
| 30D | -23.4% | +0.4% | -23.8% | -23.7% |
| 3M | -51.7% | -3.1% | -48.6% | -47.5% |
| 6M | -72.0% | -2.1% | -69.9% | -70.1% |
| YTD | -43.7% | -1.1% | -42.6% | -41.5% |
| 1Y | -55.4% | -0.1% | -55.4% | -54.7% |
| 3Y | -68.0% | +29.6% | -97.6% | -80.8% |
| 5Y | -97.4% | +7.2% | -104.6% | -97.7% |
| All | -26.5% | +36.5% | -63.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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