-68.0%
PLUG vs EME
+216.1%
-284.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -10.0% | -10.2% |
| 7D | -23.4% | +8.4% | -31.8% | -26.2% |
| 30D | -23.4% | -11.5% | -12.0% | -19.4% |
| 3M | -51.7% | -20.6% | -31.1% | -46.8% |
| 6M | -72.0% | -28.5% | -43.5% | -67.8% |
| YTD | -43.7% | +8.0% | -51.7% | -46.3% |
| 1Y | -55.4% | +6.8% | -62.2% | -57.3% |
| 3Y | -68.0% | +213.9% | -281.9% | -76.0% |
| All | -68.0% | +216.1% | -284.1% | -76.0% |
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