+121.0%
QLD vs PLUG
-91.8%
+212.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -0.1% | +3.3% | -3.5% | -0.9% |
| 3M | -8.4% | -39.7% | +31.4% | +0.3% |
| 6M | +32.2% | -12.5% | +44.7% | +33.1% |
| YTD | +28.9% | +10.2% | +18.7% | +22.4% |
| 1Y | +43.8% | +50.7% | -6.9% | +22.6% |
| 3Y | +176.6% | -74.5% | +251.1% | +192.6% |
| All | +121.0% | -91.8% | +212.8% | +230.1% |
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