+62.6%
QLD vs PLUG
-96.6%
+159.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.5% | -5.2% | -11.3% |
| 7D | -18.6% | -4.9% | -13.6% | -17.7% |
| 30D | -28.3% | -27.4% | -0.9% | -23.7% |
| 3M | -20.4% | -35.7% | +15.3% | -13.6% |
| 6M | -14.3% | -59.3% | +45.1% | +0.4% |
| YTD | +2.8% | -31.5% | +34.2% | +6.7% |
| 1Y | -1.2% | -48.9% | +47.6% | +7.5% |
| 3Y | +135.3% | -79.6% | +214.9% | +151.5% |
| 5Y | +62.6% | -96.5% | +159.1% | +210.0% |
| All | +62.6% | -96.6% | +159.2% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling