-7.8%
PLUG vs ARES
+1,145.7%
-1,153.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -7.2% | +0.8% | -8.0% | -7.6% |
| 30D | -16.4% | +16.7% | -33.1% | -24.9% |
| 3M | -39.0% | -2.6% | -36.3% | -38.2% |
| 6M | -61.5% | +13.0% | -74.5% | -65.4% |
| YTD | -31.2% | -11.7% | -19.5% | -28.3% |
| 1Y | -46.4% | -6.7% | -39.8% | -46.5% |
| 3Y | -61.6% | +40.5% | -102.1% | -73.4% |
| 5Y | -96.9% | +88.2% | -185.1% | -98.2% |
| 10Y | -7.8% | +1,131.0% | -1,138.8% | -77.1% |
| All | -7.8% | +1,145.7% | -1,153.5% | -77.1% |
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