Which is worse: a) being beaten by a better team; b) being unlucky and being beaten by a similar team; or c) being better and beating yourself week after week?
QPR once again beat themselves up, allowing West Brom to have this game won by the 23rd minute. By that time, they had scored two goals made by some of the most embarrassingly poor defensive play in the Premier League last week, and perhaps all season.
First up, Clint Hill sounded the death knell for his career at the club by committing two of the cardinal sins for defenders in the top flight. Hill showed his main weakness - a lordly lack of pace - by first getting himself woefully out of position, and then failing to get even close to stopping the cross for the first goal.
It was little surprise that Mark Hughes subbed Hill at half-time, and the return of Armand Traore is more than welcome. With Bosingwa back as well, it is some consolation that Hughes can pick the same defence that ended this game for the next fixture at home to Everton. He's only ever been able to do that once this season, and then they managed a draw against the league leaders.
For the second goal, Anton Ferdinand not only failed to clear a ground ball from the same wing that Hill was failing to defend, but pushed it back to the edge of the area for Zoltan Gera to slot in the second.
After that, though, QPR looked fine - more than fine, they looked the more accomplished team.
But giving away a two-goal lead meant that, when Adel Taarabt scored his second terrific goal in a week, we weren't taking the lead, which meant that, when Mulumbu scored with six minutes to go it was game over rather than game on.
Esteban Granero capped another good performance with a consolation goal in stoppage time, and Jose Bosingwa wasted perhaps the best chance of the game with the final kick of the match, but it was Hill's defensive performance that cost us.
There probably is no definitive answer to the question posed at the top, but QPR fans will tell you that a) is worrying, b) is inevitable and c) is like being in some kind of purgatory if it keeps happening week in, week out.