+15.1%
PLUG vs QID
-99.0%
+114.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +5.6% |
| 7D | +5.8% | +9.4% | -3.6% | +14.3% |
| 30D | -18.5% | +31.2% | -49.8% | +1.4% |
| 3M | -30.0% | +17.4% | -47.4% | -18.7% |
| 6M | -56.2% | +8.4% | -64.6% | -50.0% |
| YTD | -26.4% | -15.8% | -10.6% | -27.7% |
| 1Y | -42.2% | -16.3% | -25.9% | -43.1% |
| 3Y | -76.8% | -70.4% | -6.4% | -87.2% |
| 5Y | -96.2% | -74.8% | -21.4% | -97.3% |
| All | +15.1% | -99.0% | +114.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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