+294.9%
SCHW vs PLUG
+53.3%
+241.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -3.2% | +1.4% | -1.6% |
| 30D | -1.6% | -8.3% | +6.7% | -1.1% |
| 3M | +21.3% | -25.8% | +47.1% | +23.6% |
| 6M | +16.5% | -5.8% | +22.3% | +15.5% |
| YTD | +8.4% | +6.6% | +1.8% | +5.7% |
| 1Y | +15.6% | +39.1% | -23.4% | +8.3% |
| 3Y | +86.8% | -73.7% | +160.6% | +85.8% |
| 5Y | +60.5% | -91.3% | +151.8% | +70.1% |
| All | +294.9% | +53.3% | +241.6% | +214.7% |
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