+566.6%
SCHD vs PLUG
+10.7%
+555.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +3.4% | +3.3% | +0.1% | +3.3% |
| 3M | +7.6% | -39.7% | +47.4% | +9.5% |
| 6M | +12.2% | -12.5% | +24.7% | +12.1% |
| YTD | +29.0% | +10.2% | +18.8% | +27.3% |
| 1Y | +30.3% | +50.7% | -20.4% | +26.0% |
| 3Y | +56.1% | -74.5% | +130.7% | +55.2% |
| 5Y | +60.4% | -91.8% | +152.2% | +63.2% |
| 10Y | +241.3% | +43.7% | +197.6% | +210.4% |
| All | +566.6% | +10.7% | +555.9% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling