-60.0%
PLUG vs QSR
+202.6%
-262.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.3% | -7.9% |
| 7D | -8.1% | -3.9% | -4.2% | -5.9% |
| 30D | -20.5% | +5.9% | -26.4% | -23.6% |
| 3M | -45.9% | +1.7% | -47.5% | -46.9% |
| 6M | -65.2% | -1.9% | -63.3% | -65.6% |
| YTD | -37.1% | +13.6% | -50.7% | -44.0% |
| 1Y | -54.6% | +13.1% | -67.7% | -59.5% |
| 3Y | -64.9% | +21.8% | -86.7% | -70.3% |
| 5Y | -97.1% | +57.2% | -154.3% | -97.9% |
| 10Y | -15.6% | +138.5% | -154.1% | -53.0% |
| All | -60.0% | +202.6% | -262.6% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling