-69.6%
QXO vs PLUG
-91.4%
+21.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.4% |
| 7D | -3.9% | +3.8% | -7.7% | -4.5% |
| 30D | -17.4% | +2.8% | -20.2% | -17.8% |
| 3M | -22.5% | -25.4% | +2.9% | -18.7% |
| 6M | -41.4% | -0.5% | -40.9% | -42.8% |
| YTD | -34.1% | +10.2% | -44.3% | -37.6% |
| 1Y | -40.8% | +53.9% | -94.7% | -49.6% |
| 3Y | -43.9% | -72.7% | +28.8% | -44.1% |
| 5Y | -69.6% | -91.4% | +21.8% | -64.2% |
| All | -69.6% | -91.4% | +21.8% | -64.2% |
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