-98.6%
PLUG vs RY
+5,366.6%
-5,465.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.5% |
| 7D | -0.9% | +3.1% | -4.0% | -3.7% |
| 30D | +3.3% | -0.3% | +3.7% | +3.5% |
| 3M | -39.7% | +8.7% | -48.4% | -44.5% |
| 6M | -12.5% | +28.5% | -41.0% | -31.3% |
| YTD | +10.2% | +25.1% | -15.0% | -11.1% |
| 1Y | +50.7% | +46.3% | +4.4% | +6.3% |
| 3Y | -74.5% | +154.9% | -229.4% | -88.8% |
| 5Y | -91.8% | +140.3% | -232.1% | -96.0% |
| 10Y | +43.7% | +377.0% | -333.3% | -60.6% |
| All | -98.6% | +5,366.6% | -5,465.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling