+60.7%
SCHD vs PLUG
-91.6%
+152.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.3% | -1.3% |
| 7D | -1.1% | +8.1% | -9.3% | -1.5% |
| 30D | +1.5% | +3.7% | -2.2% | +1.3% |
| 3M | +7.4% | -29.2% | +36.6% | +8.9% |
| 6M | +12.4% | +6.1% | +6.3% | +11.2% |
| YTD | +27.5% | +14.7% | +12.8% | +25.1% |
| 1Y | +30.0% | +56.9% | -26.9% | +23.9% |
| 3Y | +56.5% | -71.6% | +128.1% | +57.0% |
| 5Y | +60.7% | -91.0% | +151.7% | +69.5% |
| All | +60.7% | -91.6% | +152.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 5y: compounded portfolio wealth divided by compounded PLUG 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…
5y analysis · Full analysis span regression · 6 months rolling