-69.0%
PLUG vs SCHG
+1,145.2%
-1,214.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.0% |
| 7D | -0.9% | -0.7% | -0.2% | 0.0% |
| 30D | +3.3% | +0.2% | +3.1% | +3.2% |
| 3M | -39.7% | +2.2% | -42.0% | -41.1% |
| 6M | -12.5% | +15.0% | -27.5% | -27.4% |
| YTD | +10.2% | +9.2% | +1.0% | -1.3% |
| 1Y | +50.7% | +15.7% | +35.0% | +25.7% |
| 3Y | -74.5% | +87.3% | -161.8% | -89.4% |
| 5Y | -91.8% | +84.5% | -176.2% | -96.1% |
| 10Y | +43.7% | +448.7% | -405.0% | -79.3% |
| All | -69.0% | +1,145.2% | -1,214.2% | -97.6% |
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