+336.9%
ARKK vs PLUG
+48.6%
+288.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | +1.4% | +3.8% | -2.4% | +0.6% |
| 30D | +5.1% | +2.8% | +2.3% | +4.4% |
| 3M | +12.7% | -25.4% | +38.2% | +19.4% |
| 6M | +13.8% | -0.5% | +14.3% | +11.1% |
| YTD | +9.9% | +10.2% | -0.2% | +3.4% |
| 1Y | +10.4% | +53.9% | -43.5% | -7.9% |
| 3Y | +93.6% | -72.7% | +166.3% | +91.3% |
| 5Y | -29.4% | -91.4% | +62.0% | -11.2% |
| 10Y | +336.9% | +58.4% | +278.5% | +277.5% |
| All | +336.9% | +48.6% | +288.2% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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