+76.4%
BND vs PLUG
-93.4%
+169.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | -0.4% | +3.3% | -3.7% | -0.4% |
| 3M | -0.6% | -39.7% | +39.1% | -0.5% |
| 6M | -1.4% | -12.5% | +11.1% | -1.4% |
| YTD | -0.2% | +10.2% | -10.4% | -0.3% |
| 1Y | +1.3% | +50.7% | -49.4% | +1.0% |
| 3Y | +13.2% | -74.5% | +87.7% | +13.0% |
| 5Y | -1.6% | -91.8% | +90.2% | -1.5% |
| 10Y | +15.5% | +43.7% | -28.2% | +15.0% |
| All | +76.4% | -93.4% | +169.7% | +72.0% |
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 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