-72.8%
PLUG vs SCHG
+85.5%
-158.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.1% |
| 7D | +3.8% | -0.9% | +4.7% | +4.9% |
| 30D | +2.8% | -2.3% | +5.1% | +6.0% |
| 3M | -25.4% | +4.5% | -30.0% | -29.2% |
| 6M | -0.5% | +13.6% | -14.0% | -14.2% |
| YTD | +10.2% | +7.6% | +2.6% | +1.6% |
| 1Y | +53.9% | +13.0% | +40.9% | +35.6% |
| All | -72.8% | +85.5% | -158.3% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling