+50.7%
PLUG vs SCHG
+16.6%
+34.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.3% |
| 7D | -0.9% | -0.7% | -0.2% | +0.3% |
| 30D | +3.3% | +0.2% | +3.1% | +3.1% |
| 3M | -39.7% | +2.2% | -42.0% | -41.5% |
| 6M | -12.5% | +15.0% | -27.5% | -30.7% |
| YTD | +10.2% | +9.2% | +1.0% | -4.0% |
| 1Y | +50.7% | +15.7% | +35.0% | +12.7% |
| All | +50.7% | +16.6% | +34.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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