-91.0%
PLUG vs EME
+565.5%
-656.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +2.6% |
| 7D | +8.1% | +5.2% | +3.0% | +4.9% |
| 30D | +3.7% | -5.4% | +9.0% | +7.0% |
| 3M | -29.2% | -6.1% | -23.1% | -27.3% |
| 6M | +6.1% | +9.7% | -3.6% | -1.9% |
| YTD | +14.7% | +26.6% | -11.9% | -3.3% |
| 1Y | +56.9% | +24.6% | +32.3% | +31.9% |
| 3Y | -71.6% | +249.6% | -321.2% | -90.7% |
| 5Y | -91.0% | +556.6% | -647.6% | -98.6% |
| All | -91.0% | +565.5% | -656.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling