-70.3%
QXO vs PLUG
-97.5%
+27.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.5% | +8.8% | +0.3% |
| 7D | +9.0% | -23.4% | +32.4% | +14.5% |
| 30D | +22.0% | -23.4% | +45.4% | +28.0% |
| 3M | -15.4% | -51.7% | +36.4% | -3.4% |
| 6M | -26.0% | -72.0% | +46.0% | -7.9% |
| YTD | -34.7% | -43.7% | +9.0% | -30.3% |
| 1Y | -28.0% | -55.4% | +27.5% | -20.1% |
| 3Y | -47.0% | -68.0% | +21.0% | -46.3% |
| All | -70.3% | -97.5% | +27.2% | -50.2% |
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