-95.0%
PLUG vs QID
-100.0%
+5.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.6% |
| 7D | -0.9% | -0.6% | -0.3% | -1.3% |
| 30D | +3.3% | 0.0% | +3.3% | +4.0% |
| 3M | -39.7% | +3.7% | -43.4% | -35.3% |
| 6M | -12.5% | -29.9% | +17.4% | -27.7% |
| YTD | +10.2% | -28.8% | +38.9% | -6.8% |
| 1Y | +50.7% | -37.2% | +87.9% | +19.6% |
| 3Y | -74.5% | -73.7% | -0.8% | -87.3% |
| 5Y | -91.8% | -80.7% | -11.0% | -95.1% |
| 10Y | +43.7% | -99.1% | +142.8% | -83.1% |
| All | -95.0% | -100.0% | +5.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling