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  • PLUG vs RJF✓SelectedUSD · RJFPLUG vs RJF performance historyLatest closeAs of+4.15%09/08
Stock and ETF performance explorer

PLUG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+55.9%
RJF return
+428.9%
Excess return
-373.0%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+4.1%-1.0%+5.1%+4.8%
7D+8.1%+1.8%+6.4%+6.8%
30D+3.7%0.0%+3.7%+3.4%
3M-29.2%+18.0%-47.1%-37.1%
6M+6.1%+17.0%-10.9%-6.2%
YTD+14.7%+11.1%+3.6%+5.4%
1Y+56.9%+8.0%+49.0%+47.0%
3Y-71.6%+73.3%-144.9%-81.5%
5Y-91.0%+107.4%-198.5%-94.6%
10Y+55.9%+428.5%-372.6%-41.5%
All+55.9%+428.9%-373.0%-41.5%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 RJF 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