-88.1%
PLUG vs QS
-56.5%
-31.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.3% | +5.9% |
| 7D | +5.8% | +5.4% | +0.4% | +4.0% |
| 30D | -18.5% | -5.3% | -13.2% | -16.9% |
| 3M | -30.0% | -22.6% | -7.3% | -23.1% |
| 6M | -56.2% | -46.2% | -10.0% | -45.4% |
| YTD | -26.4% | -58.9% | +32.5% | +0.4% |
| 1Y | -42.2% | -73.1% | +30.9% | -9.1% |
| 3Y | -76.8% | -27.2% | -49.6% | -76.0% |
| 5Y | -96.2% | -86.2% | -10.0% | -94.6% |
| All | -88.1% | -56.5% | -31.6% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling