+48.6%
PLUG vs SCHG
+454.2%
-405.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.1% |
| 7D | 0.0% | -2.7% | +2.7% | +4.2% |
| 30D | -5.0% | -2.2% | -2.7% | -1.5% |
| 3M | -26.2% | +6.2% | -32.4% | -32.4% |
| 6M | -0.5% | +13.4% | -13.8% | -17.2% |
| YTD | +7.1% | +7.1% | 0.0% | -2.3% |
| 1Y | +46.5% | +12.5% | +34.0% | +25.2% |
| 3Y | -73.5% | +86.2% | -159.7% | -89.9% |
| 5Y | -91.3% | +83.9% | -175.2% | -96.3% |
| All | +48.6% | +454.2% | -405.6% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling