-42.1%
PLUG vs AGNC
+2.0%
-44.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.4% | +0.9% |
| 7D | +2.8% | +1.5% | +1.3% | +1.7% |
| 30D | -22.8% | +3.9% | -26.7% | -24.8% |
| 3M | -32.4% | -13.5% | -18.9% | -24.8% |
| 6M | -53.4% | -10.6% | -42.8% | -49.6% |
| YTD | -25.9% | -7.2% | -18.7% | -25.2% |
| 1Y | -42.1% | 0.0% | -42.0% | -48.7% |
| All | -42.1% | +2.0% | -44.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling