-97.3%
PLUG vs QID
-76.9%
-20.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.6% | -13.1% | -8.4% |
| 7D | -23.4% | -7.1% | -16.3% | -27.3% |
| 30D | -23.4% | +12.6% | -36.1% | -13.8% |
| 3M | -51.7% | +14.2% | -66.0% | -44.3% |
| 6M | -72.0% | +6.2% | -78.2% | -68.1% |
| YTD | -43.7% | -21.8% | -21.9% | -47.9% |
| 1Y | -55.4% | -23.1% | -32.3% | -59.1% |
| 3Y | -68.0% | -71.3% | +3.3% | -83.8% |
| All | -97.3% | -76.9% | -20.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling