+591.8%
SCHD vs PLUG
-30.1%
+621.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.2% | +0.8% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | +8.4% | -18.5% | +26.9% | +9.2% |
| 3M | +5.6% | -35.1% | +40.7% | +7.1% |
| 6M | +15.1% | -56.1% | +71.2% | +18.1% |
| YTD | +33.8% | -30.5% | +64.3% | +34.2% |
| 1Y | +38.5% | -46.5% | +85.0% | +40.1% |
| 3Y | +72.7% | -61.2% | +133.9% | +69.4% |
| 5Y | +63.1% | -96.6% | +159.7% | +71.1% |
| 10Y | +255.9% | +1.5% | +254.5% | +228.4% |
| All | +591.8% | -30.1% | +621.9% | +579.4% |
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