-76.8%
PLUG vs EME
+191.8%
-268.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.4% |
| 7D | +5.8% | -10.5% | +16.3% | +10.8% |
| 30D | -18.5% | -22.4% | +3.9% | -9.0% |
| 3M | -30.0% | -24.7% | -5.3% | -21.0% |
| 6M | -56.2% | -35.5% | -20.7% | -47.4% |
| YTD | -26.4% | -0.3% | -26.1% | -27.2% |
| 1Y | -42.2% | -6.7% | -35.5% | -41.3% |
| 3Y | -76.8% | +190.6% | -267.5% | -80.7% |
| All | -76.8% | +191.8% | -268.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling