+34.3%
QXO vs PLUG
+54.0%
-19.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.9% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -21.0% | -5.0% | -16.0% | -20.5% |
| 3M | -18.4% | -26.2% | +7.8% | -15.3% |
| 6M | -43.0% | -0.5% | -42.6% | -43.9% |
| YTD | -36.3% | +7.1% | -43.4% | -38.4% |
| 1Y | -42.8% | +46.5% | -89.3% | -48.4% |
| 3Y | -45.8% | -73.5% | +27.7% | -46.2% |
| 5Y | -70.8% | -91.3% | +20.5% | -68.9% |
| All | +34.3% | +54.0% | -19.8% | +30.0% |
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 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