+17.6%
BND vs PLUG
+25.0%
-7.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | 0.0% |
| 7D | +0.4% | +14.5% | -14.1% | +0.3% |
| 30D | +2.0% | -10.7% | +12.7% | +2.1% |
| 3M | -0.4% | -31.2% | +30.8% | -0.2% |
| 6M | -0.9% | -51.9% | +51.0% | -0.5% |
| YTD | -0.3% | -23.9% | +23.5% | -0.3% |
| 1Y | 0.0% | -43.4% | +43.4% | +0.1% |
| 3Y | +15.1% | -74.7% | +89.8% | +14.9% |
| 5Y | -1.5% | -96.3% | +94.8% | -1.1% |
| 10Y | +17.6% | +20.0% | -2.4% | +18.2% |
| All | +17.6% | +25.0% | -7.4% | +18.2% |
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 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