-30.0%
PLUG vs QSR
+218.5%
-248.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.9% | +2.4% | -3.4% | -2.4% |
| 30D | +3.3% | +7.6% | -4.3% | -1.3% |
| 3M | -39.7% | +12.6% | -52.4% | -44.7% |
| 6M | -12.5% | +14.4% | -26.9% | -21.5% |
| YTD | +10.2% | +19.6% | -9.5% | -4.4% |
| 1Y | +50.7% | +33.9% | +16.8% | +21.9% |
| 3Y | -74.5% | +27.1% | -101.6% | -78.9% |
| 5Y | -91.8% | +48.5% | -140.3% | -93.8% |
| 10Y | +43.7% | +126.2% | -82.5% | -18.2% |
| All | -30.0% | +218.5% | -248.5% | -66.6% |
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