-64.3%
PLUG vs QID
-72.1%
+7.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.4% | -8.5% |
| 7D | -8.1% | -11.8% | +3.7% | -15.4% |
| 30D | -20.5% | +14.2% | -34.7% | -10.8% |
| 3M | -45.9% | +8.8% | -54.6% | -40.6% |
| 6M | -65.2% | +1.5% | -66.7% | -62.0% |
| YTD | -37.1% | -23.8% | -13.3% | -41.8% |
| 1Y | -54.6% | -22.0% | -32.6% | -57.0% |
| All | -64.3% | -72.1% | +7.9% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling