-87.7%
PLUG vs QS
-53.6%
-34.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.3% | +1.0% |
| 7D | +14.5% | +13.7% | +0.8% | +9.5% |
| 30D | -10.7% | -0.2% | -10.5% | -10.6% |
| 3M | -31.2% | -24.8% | -6.4% | -23.6% |
| 6M | -51.9% | -39.4% | -12.5% | -42.5% |
| YTD | -23.9% | -56.1% | +32.3% | +1.4% |
| 1Y | -43.4% | -72.5% | +29.1% | -11.8% |
| 3Y | -74.7% | -16.3% | -58.4% | -75.0% |
| 5Y | -96.3% | -87.6% | -8.8% | -94.8% |
| All | -87.7% | -53.6% | -34.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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