-92.6%
PLUG vs AGNC
+660.4%
-753.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.9% | +3.9% |
| 7D | +8.1% | +0.8% | +7.4% | +7.5% |
| 30D | +3.7% | -0.4% | +4.0% | +4.1% |
| 3M | -29.2% | +9.2% | -38.3% | -34.3% |
| 6M | +6.1% | +7.4% | -1.3% | -0.7% |
| YTD | +14.7% | +8.8% | +5.9% | +6.6% |
| 1Y | +56.9% | +18.3% | +38.7% | +35.9% |
| 3Y | -71.6% | +71.2% | -142.8% | -80.9% |
| 5Y | -91.0% | +34.8% | -125.8% | -92.7% |
| 10Y | +55.9% | +85.8% | -30.0% | -0.1% |
| All | -92.6% | +660.4% | -753.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling