-1.3%
BND vs PLUG
-96.4%
+95.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.2% |
| 7D | 0.0% | +5.8% | -5.8% | 0.0% |
| 30D | +2.3% | -18.5% | +20.8% | +2.5% |
| 3M | -0.2% | -30.0% | +29.7% | +0.1% |
| 6M | -1.0% | -56.2% | +55.2% | -0.2% |
| YTD | -0.4% | -26.4% | +26.0% | -0.3% |
| 1Y | -0.1% | -42.2% | +42.1% | +0.1% |
| 3Y | +15.1% | -76.8% | +91.9% | +15.3% |
| All | -1.3% | -96.4% | +95.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling