-68.0%
PLUG vs QS
-32.2%
-35.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.2% | -5.3% | -7.8% |
| 7D | -23.4% | -14.0% | -9.4% | -16.9% |
| 30D | -23.4% | -6.4% | -17.1% | -20.6% |
| 3M | -51.7% | -40.3% | -11.5% | -36.8% |
| 6M | -72.0% | -57.5% | -14.5% | -56.9% |
| YTD | -43.7% | -64.7% | +21.0% | -5.9% |
| 1Y | -55.4% | -72.9% | +17.5% | -15.3% |
| 3Y | -68.0% | -33.5% | -34.6% | -71.0% |
| All | -68.0% | -32.2% | -35.8% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling