+58.4%
PLUG vs EME
+1,266.0%
-1,207.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.5% | -2.5% |
| 7D | +3.8% | +2.7% | +1.1% | +2.3% |
| 30D | +2.8% | -6.8% | +9.6% | +7.0% |
| 3M | -25.4% | -8.8% | -16.6% | -22.2% |
| 6M | -0.5% | +5.0% | -5.4% | -5.0% |
| YTD | +10.2% | +23.5% | -13.3% | -4.7% |
| 1Y | +53.9% | +21.3% | +32.6% | +33.4% |
| 3Y | -72.7% | +241.1% | -313.8% | -88.6% |
| 5Y | -91.4% | +549.2% | -640.6% | -97.6% |
| 10Y | +58.4% | +1,306.4% | -1,248.0% | -70.9% |
| All | +58.4% | +1,266.0% | -1,207.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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