+15.1%
PLUG vs RY
+360.6%
-345.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +8.9% |
| 7D | +5.8% | -0.9% | +6.7% | +6.9% |
| 30D | -18.5% | +5.9% | -24.4% | -23.9% |
| 3M | -30.0% | -4.3% | -25.7% | -26.5% |
| 6M | -56.2% | +12.1% | -68.3% | -62.4% |
| YTD | -26.4% | +20.3% | -46.7% | -42.1% |
| 1Y | -42.2% | +41.0% | -83.2% | -62.4% |
| 3Y | -76.8% | +157.5% | -234.4% | -92.4% |
| 5Y | -96.2% | +123.2% | -219.4% | -98.5% |
| All | +15.1% | +360.6% | -345.5% | -73.4% |
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