-84.1%
PLUG vs SCHG
+1,094.5%
-1,178.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.7% | -9.4% |
| 7D | -23.4% | +2.7% | -26.2% | -26.2% |
| 30D | -23.4% | -5.2% | -18.3% | -17.1% |
| 3M | -51.7% | -5.2% | -46.6% | -47.6% |
| 6M | -72.0% | -0.6% | -71.4% | -71.4% |
| YTD | -43.7% | +4.7% | -48.4% | -46.2% |
| 1Y | -55.4% | +6.0% | -61.5% | -58.2% |
| 3Y | -68.0% | +78.9% | -146.9% | -85.4% |
| 5Y | -97.4% | +69.9% | -167.3% | -98.6% |
| 10Y | -24.5% | +433.0% | -457.5% | -88.5% |
| All | -84.1% | +1,094.5% | -1,178.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling