-58.1%
PLUG vs Q
+74.5%
-132.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.1% | -5.8% | -7.4% |
| 7D | -8.1% | +11.5% | -19.6% | -12.4% |
| 30D | -20.5% | -0.2% | -20.3% | -20.5% |
| 3M | -45.9% | -13.6% | -32.3% | -42.7% |
| 6M | -65.2% | -27.0% | -38.1% | -61.2% |
| YTD | -37.1% | +50.5% | -87.6% | -47.6% |
| 1Y | -54.6% | +33.8% | -88.3% | -63.1% |
| All | -58.1% | +74.5% | -132.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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