+16.6%
AGG vs PLUG
-25.0%
+41.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.5% | +10.3% | -0.1% |
| 7D | -1.5% | -23.4% | +21.9% | -1.3% |
| 30D | +0.6% | -23.4% | +24.1% | +0.8% |
| 3M | -1.6% | -51.7% | +50.1% | -1.2% |
| 6M | -1.6% | -72.0% | +70.4% | -0.8% |
| YTD | -1.5% | -43.7% | +42.1% | -1.3% |
| 1Y | -1.1% | -55.4% | +54.3% | -0.7% |
| 3Y | +13.6% | -68.0% | +81.6% | +13.4% |
| 5Y | -1.7% | -97.4% | +95.7% | -0.9% |
| All | +16.6% | -25.0% | +41.6% | +17.0% |
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