+7.1%
PLUG vs RY
+366.5%
-359.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.7% | -4.2% |
| 7D | -4.9% | -1.1% | -3.8% | -3.6% |
| 30D | -27.4% | +4.4% | -31.8% | -31.0% |
| 3M | -35.7% | -2.9% | -32.8% | -33.6% |
| 6M | -59.3% | +15.6% | -74.9% | -66.3% |
| YTD | -31.5% | +21.8% | -53.3% | -46.8% |
| 1Y | -48.9% | +42.6% | -91.4% | -67.1% |
| 3Y | -79.6% | +160.9% | -240.5% | -93.4% |
| 5Y | -96.5% | +126.1% | -222.6% | -98.6% |
| All | +7.1% | +366.5% | -359.4% | -75.6% |
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