-91.3%
PLUG vs AGNC
+26.8%
-118.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.3% | +0.5% |
| 7D | 0.0% | -4.4% | +4.4% | +5.0% |
| 30D | -5.0% | -5.4% | +0.4% | +1.0% |
| 3M | -26.2% | +3.5% | -29.7% | -29.4% |
| 6M | -0.5% | +1.7% | -2.2% | -4.0% |
| YTD | +7.1% | +3.9% | +3.3% | +1.2% |
| 1Y | +46.5% | +13.8% | +32.7% | +23.9% |
| 3Y | -73.5% | +63.3% | -136.8% | -84.1% |
| 5Y | -91.3% | +27.5% | -118.7% | -92.1% |
| All | -91.3% | +26.8% | -118.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling