+20.0%
PLUG vs RY
+367.8%
-347.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +1.7% |
| 7D | +14.5% | -0.2% | +14.7% | +14.8% |
| 30D | -10.7% | +7.1% | -17.8% | -17.7% |
| 3M | -31.2% | -2.7% | -28.5% | -29.2% |
| 6M | -51.9% | +13.8% | -65.7% | -59.4% |
| YTD | -23.9% | +22.1% | -45.9% | -41.1% |
| 1Y | -43.4% | +43.1% | -86.5% | -63.8% |
| 3Y | -74.7% | +163.6% | -238.3% | -91.9% |
| 5Y | -96.3% | +126.2% | -222.5% | -98.5% |
| 10Y | +20.0% | +358.7% | -338.7% | -72.6% |
| All | +20.0% | +367.8% | -347.8% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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