+98.3%
AGG vs PLUG
-96.0%
+194.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | 0.0% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | -0.4% | +3.3% | -3.7% | -0.4% |
| 3M | -0.7% | -39.7% | +39.1% | -0.5% |
| 6M | -1.5% | -12.5% | +11.0% | -1.5% |
| YTD | -0.3% | +10.2% | -10.4% | -0.4% |
| 1Y | +1.3% | +50.7% | -49.4% | +1.0% |
| 3Y | +13.2% | -74.5% | +87.7% | +13.1% |
| 5Y | -1.4% | -91.8% | +90.4% | -1.4% |
| 10Y | +14.9% | +43.7% | -28.8% | +14.6% |
| All | +98.3% | -96.0% | +194.3% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling