-26.5%
PLUG vs RY
+351.1%
-377.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.3% |
| 7D | -23.4% | +0.6% | -24.0% | -23.8% |
| 30D | -23.4% | +5.0% | -28.5% | -27.7% |
| 3M | -51.7% | -5.3% | -46.4% | -48.6% |
| 6M | -72.0% | +13.8% | -85.8% | -76.3% |
| YTD | -43.7% | +21.0% | -64.6% | -55.9% |
| 1Y | -55.4% | +40.5% | -95.9% | -70.9% |
| 3Y | -68.0% | +159.7% | -227.7% | -89.6% |
| 5Y | -97.4% | +124.3% | -221.8% | -99.0% |
| All | -26.5% | +351.1% | -377.6% | -82.8% |
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