+15.5%
BND vs PLUG
+56.9%
-41.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | +0.1% | +8.1% | -8.0% | +0.1% |
| 30D | -0.4% | +3.7% | -4.0% | -0.4% |
| 3M | -0.2% | -29.2% | +28.9% | 0.0% |
| 6M | -1.2% | +6.1% | -7.3% | -1.3% |
| YTD | -0.3% | +14.7% | -15.0% | -0.6% |
| 1Y | +0.4% | +56.9% | -56.5% | -0.2% |
| 3Y | +13.4% | -71.6% | +85.0% | +13.1% |
| 5Y | -1.5% | -91.0% | +89.5% | -1.4% |
| 10Y | +15.5% | +55.9% | -40.4% | +15.6% |
| All | +15.5% | +56.9% | -41.5% | +15.6% |
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