+20.0%
PLUG vs AGI
+349.0%
-329.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +3.0% |
| 7D | +14.5% | +17.4% | -2.9% | +10.7% |
| 30D | -10.7% | -0.9% | -9.8% | -10.7% |
| 3M | -31.2% | -1.6% | -29.6% | -31.1% |
| 6M | -51.9% | -24.7% | -27.2% | -49.6% |
| YTD | -23.9% | -15.3% | -8.6% | -22.5% |
| 1Y | -43.4% | +5.5% | -48.9% | -44.7% |
| 3Y | -74.7% | +154.5% | -229.2% | -79.1% |
| 5Y | -96.3% | +310.6% | -406.9% | -97.2% |
| 10Y | +20.0% | +362.7% | -342.7% | -9.3% |
| All | +20.0% | +349.0% | -329.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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