+187.9%
SCHW vs PLUG
-25.0%
+212.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.5% | +12.2% | +2.5% |
| 7D | +2.0% | -23.4% | +25.4% | +3.9% |
| 30D | -3.6% | -23.4% | +19.8% | -1.8% |
| 3M | -15.0% | -51.7% | +36.8% | -10.5% |
| 6M | +2.6% | -72.0% | +74.6% | +12.0% |
| YTD | -5.7% | -43.7% | +38.0% | -3.8% |
| 1Y | -0.9% | -55.4% | +54.5% | +2.8% |
| 3Y | +79.4% | -68.0% | +147.4% | +73.7% |
| 5Y | +21.2% | -97.4% | +118.6% | +42.2% |
| All | +187.9% | -25.0% | +212.9% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling