-73.8%
PLUG vs QID
-74.8%
+1.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.6% |
| 7D | -0.9% | -0.6% | -0.3% | -1.2% |
| 30D | +3.3% | 0.0% | +3.3% | +3.9% |
| 3M | -39.7% | +3.7% | -43.4% | -35.8% |
| 6M | -12.5% | -29.9% | +17.4% | -25.8% |
| YTD | +10.2% | -28.8% | +38.9% | -4.7% |
| 1Y | +50.7% | -37.2% | +87.9% | +24.1% |
| All | -73.8% | -74.8% | +1.0% | -83.4% |
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