-74.6%
PLUG vs RY
+154.9%
-229.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.8% |
| 7D | -0.9% | +3.1% | -4.0% | -5.1% |
| 30D | +3.3% | -0.3% | +3.7% | +3.5% |
| 3M | -39.7% | +8.7% | -48.4% | -47.2% |
| 6M | -12.5% | +28.5% | -41.0% | -41.6% |
| YTD | +10.2% | +25.1% | -15.0% | -23.2% |
| 1Y | +50.7% | +46.3% | +4.4% | -17.7% |
| All | -74.6% | +154.9% | -229.5% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling