+1,351.8%
QLD vs PLUG
+6.6%
+1,345.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -4.9% | +1.2% |
| 7D | -10.3% | +5.8% | -16.1% | -11.1% |
| 30D | -26.1% | -18.5% | -7.5% | -23.2% |
| 3M | -17.8% | -30.0% | +12.2% | -12.3% |
| 6M | -15.6% | -56.2% | +40.6% | -2.8% |
| YTD | +5.4% | -26.4% | +31.8% | +7.8% |
| 1Y | +5.2% | -42.2% | +47.5% | +11.6% |
| 3Y | +139.4% | -76.8% | +216.3% | +140.8% |
| 5Y | +66.7% | -96.2% | +162.9% | +134.1% |
| All | +1,351.8% | +6.6% | +1,345.2% | +997.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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