-89.9%
PLUG vs QS
-60.6%
-29.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.8% | -1.4% | -6.4% |
| 7D | -8.5% | -5.6% | -2.9% | -6.4% |
| 30D | -20.8% | -5.8% | -15.0% | -18.9% |
| 3M | -46.1% | -39.2% | -6.9% | -35.3% |
| 6M | -65.3% | -53.9% | -11.4% | -54.3% |
| YTD | -37.3% | -62.8% | +25.5% | -11.3% |
| 1Y | -54.8% | -73.5% | +18.7% | -28.0% |
| 3Y | -65.0% | -29.1% | -35.9% | -63.2% |
| 5Y | -97.1% | -90.0% | -7.1% | -95.7% |
| All | -89.9% | -60.6% | -29.3% | -81.2% |
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