-96.2%
PLUG vs EMB
+126.0%
-222.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | -0.1% | +5.9% | +6.1% |
| 30D | -18.5% | +1.3% | -19.8% | -20.0% |
| 3M | -30.0% | -2.7% | -27.2% | -26.8% |
| 6M | -56.2% | -2.8% | -53.4% | -54.0% |
| YTD | -26.4% | -1.1% | -25.3% | -24.6% |
| 1Y | -42.2% | 0.0% | -42.2% | -41.6% |
| 3Y | -76.8% | +28.8% | -105.6% | -82.8% |
| 5Y | -96.2% | +6.0% | -102.2% | -96.4% |
| 10Y | +2.1% | +29.1% | -27.0% | -14.8% |
| All | -96.2% | +126.0% | -222.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling