+20.0%
PLUG vs QID
-99.0%
+119.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.8% | +10.3% | -1.5% |
| 7D | +14.5% | -0.8% | +15.3% | +15.3% |
| 30D | -10.7% | +20.1% | -30.8% | +4.4% |
| 3M | -31.2% | +11.8% | -43.0% | -22.8% |
| 6M | -51.9% | +5.5% | -57.5% | -46.0% |
| YTD | -23.9% | -21.5% | -2.3% | -28.8% |
| 1Y | -43.4% | -22.6% | -20.8% | -47.2% |
| 3Y | -74.7% | -72.3% | -2.4% | -86.6% |
| 5Y | -96.3% | -76.9% | -19.4% | -97.5% |
| 10Y | +20.0% | -99.0% | +119.0% | -69.8% |
| All | +20.0% | -99.0% | +119.0% | -69.8% |
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