-74.7%
PLUG vs EMB
+30.0%
-104.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +1.1% |
| 7D | +14.5% | +0.8% | +13.7% | +11.2% |
| 30D | -10.7% | +1.5% | -12.2% | -15.3% |
| 3M | -31.2% | -1.9% | -29.3% | -25.5% |
| 6M | -51.9% | -1.6% | -50.3% | -48.4% |
| YTD | -23.9% | 0.0% | -23.9% | -23.5% |
| 1Y | -43.4% | +1.1% | -44.5% | -45.2% |
| 3Y | -74.7% | +30.9% | -105.6% | -89.4% |
| All | -74.7% | +30.0% | -104.7% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling