-26.5%
PLUG vs ARES
+1,112.4%
-1,138.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -11.1% |
| 7D | -23.4% | +0.5% | -23.9% | -23.6% |
| 30D | -23.4% | +19.7% | -43.1% | -32.5% |
| 3M | -51.7% | -9.0% | -42.8% | -48.8% |
| 6M | -72.0% | +11.5% | -83.5% | -74.5% |
| YTD | -43.7% | -13.8% | -29.8% | -40.3% |
| 1Y | -55.4% | -5.6% | -49.8% | -55.9% |
| 3Y | -68.0% | +36.1% | -104.1% | -77.4% |
| 5Y | -97.4% | +82.7% | -180.1% | -98.5% |
| All | -26.5% | +1,112.4% | -1,138.9% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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