-94.3%
PLUG vs EMB
+132.1%
-226.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +3.3% | -0.3% | +3.6% | +3.9% |
| 3M | -39.7% | -0.4% | -39.3% | -39.2% |
| 6M | -12.5% | +0.1% | -12.6% | -12.0% |
| YTD | +10.2% | +1.6% | +8.6% | +8.2% |
| 1Y | +50.7% | +5.6% | +45.1% | +40.6% |
| 3Y | -74.5% | +29.8% | -104.3% | -81.3% |
| 5Y | -91.8% | +7.3% | -99.1% | -92.3% |
| 10Y | +43.7% | +30.4% | +13.3% | +16.5% |
| All | -94.3% | +132.1% | -226.4% | -97.4% |
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 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