-96.5%
PLUG vs EME
+358.3%
-454.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.1% |
| 7D | +5.8% | -10.5% | +16.3% | +12.6% |
| 30D | -18.5% | -22.4% | +3.9% | -5.4% |
| 3M | -30.0% | -24.7% | -5.3% | -17.7% |
| 6M | -56.2% | -35.5% | -20.7% | -43.7% |
| YTD | -26.4% | -0.3% | -26.1% | -29.3% |
| 1Y | -42.2% | -6.7% | -35.5% | -42.1% |
| 3Y | -76.8% | +190.6% | -267.5% | -92.4% |
| All | -96.5% | +358.3% | -454.7% | -99.4% |
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