+58.4%
PLUG vs QSR
+126.5%
-68.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.0% |
| 7D | +3.8% | -2.4% | +6.2% | +5.3% |
| 30D | +2.8% | +5.7% | -2.9% | -0.9% |
| 3M | -25.4% | +6.9% | -32.4% | -29.4% |
| 6M | -0.5% | +6.9% | -7.3% | -6.7% |
| YTD | +10.2% | +14.9% | -4.8% | -2.5% |
| 1Y | +53.9% | +29.1% | +24.8% | +26.4% |
| 3Y | -72.7% | +26.1% | -98.9% | -77.5% |
| 5Y | -91.4% | +42.3% | -133.7% | -93.4% |
| 10Y | +58.4% | +134.0% | -75.6% | +5.9% |
| All | +58.4% | +126.5% | -68.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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