-74.6%
PLUG vs QS
-22.6%
-52.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.6% |
| 7D | -0.9% | -2.3% | +1.4% | +0.3% |
| 30D | +3.3% | -0.7% | +4.1% | +3.8% |
| 3M | -39.7% | -39.6% | -0.1% | -22.8% |
| 6M | -12.5% | -21.7% | +9.2% | -2.2% |
| YTD | +10.2% | -47.4% | +57.6% | +50.2% |
| 1Y | +50.7% | -28.4% | +79.1% | +69.9% |
| All | -74.6% | -22.6% | -52.1% | -76.1% |
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