-0.7%
QXO vs PLUG
+65.6%
-66.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.1% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | -16.0% | +3.3% | -19.4% | -16.3% |
| 3M | -17.7% | -39.7% | +22.0% | -14.0% |
| 6M | -42.6% | -12.5% | -30.1% | -42.5% |
| YTD | -30.8% | +10.2% | -40.9% | -32.6% |
| 1Y | -35.3% | +50.7% | -86.0% | -39.9% |
| 3Y | -46.3% | -74.5% | +28.2% | -46.4% |
| 5Y | -69.2% | -91.8% | +22.6% | -67.7% |
| 10Y | +62.1% | +43.7% | +18.4% | +42.1% |
| All | -0.7% | +65.6% | -66.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling