+15.1%
AGG vs PLUG
+48.6%
-33.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | -0.2% | +3.8% | -4.0% | -0.2% |
| 30D | -0.2% | +2.8% | -3.1% | -0.3% |
| 3M | -0.7% | -25.4% | +24.7% | -0.5% |
| 6M | -1.8% | -0.5% | -1.3% | -1.9% |
| YTD | -0.6% | +10.2% | -10.7% | -0.8% |
| 1Y | +0.4% | +53.9% | -53.5% | -0.3% |
| 3Y | +13.2% | -72.7% | +85.9% | +12.9% |
| 5Y | -2.0% | -91.4% | +89.4% | -1.8% |
| 10Y | +15.1% | +58.4% | -43.3% | +15.1% |
| All | +15.1% | +48.6% | -33.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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