+542.4%
QQQ vs PLUG
-16.2%
+558.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.5% | +0.5% |
| 7D | +6.4% | -8.1% | +14.5% | +7.1% |
| 30D | -7.5% | -20.5% | +13.1% | -5.6% |
| 3M | -4.8% | -45.9% | +41.0% | +0.5% |
| 6M | -2.5% | -65.2% | +62.7% | +6.6% |
| YTD | +12.4% | -37.1% | +49.5% | +14.9% |
| 1Y | +11.3% | -54.6% | +65.9% | +16.8% |
| 3Y | +85.0% | -64.9% | +149.8% | +78.7% |
| 5Y | +79.6% | -97.1% | +176.8% | +114.0% |
| All | +542.4% | -16.2% | +558.6% | +442.3% |
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