-42.2%
PLUG vs EMB
-0.1%
-42.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | -0.1% | +5.9% | +6.3% |
| 30D | -18.5% | +1.3% | -19.8% | -21.4% |
| 3M | -30.0% | -2.7% | -27.2% | -23.4% |
| 6M | -56.2% | -2.8% | -53.4% | -51.6% |
| YTD | -26.4% | -1.1% | -25.3% | -25.1% |
| 1Y | -42.2% | 0.0% | -42.2% | -47.4% |
| All | -42.2% | -0.1% | -42.1% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling