-74.7%
PLUG vs QSR
+25.6%
-100.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.5% |
| 7D | +14.5% | +3.9% | +10.6% | +12.4% |
| 30D | -10.7% | +9.3% | -20.0% | -14.7% |
| 3M | -31.2% | +5.9% | -37.0% | -33.5% |
| 6M | -51.9% | -1.0% | -50.9% | -52.2% |
| YTD | -23.9% | +16.7% | -40.6% | -33.3% |
| 1Y | -43.4% | +18.6% | -62.0% | -51.2% |
| 3Y | -74.7% | +25.4% | -100.1% | -84.5% |
| All | -74.7% | +25.6% | -100.3% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling