+15.1%
PLUG vs ARES
+1,191.6%
-1,176.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +5.8% | +4.5% | +1.3% | +2.4% |
| 30D | -18.5% | +15.7% | -34.3% | -26.5% |
| 3M | -30.0% | -2.0% | -27.9% | -29.4% |
| 6M | -56.2% | +10.4% | -66.6% | -60.1% |
| YTD | -26.4% | -14.2% | -12.2% | -21.8% |
| 1Y | -42.2% | -7.8% | -34.5% | -41.8% |
| 3Y | -76.8% | +41.4% | -118.2% | -84.3% |
| 5Y | -96.2% | +83.7% | -179.9% | -97.8% |
| All | +15.1% | +1,191.6% | -1,176.5% | -73.9% |
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