+493.5%
SCHW vs PLUG
-98.6%
+592.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +1.5% | +3.3% | -1.9% | +1.0% |
| 3M | +24.6% | -39.7% | +64.3% | +30.1% |
| 6M | +14.5% | -12.5% | +27.0% | +14.1% |
| YTD | +10.5% | +10.2% | +0.3% | +6.7% |
| 1Y | +13.4% | +50.7% | -37.3% | +3.7% |
| 3Y | +88.3% | -74.5% | +162.8% | +84.5% |
| 5Y | +62.1% | -91.8% | +153.9% | +70.0% |
| 10Y | +297.3% | +43.7% | +253.6% | +161.6% |
| All | +493.5% | -98.6% | +592.2% | +249.4% |
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