-7.5%
PLUG vs ARES
+1,145.7%
-1,153.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -6.8% | +0.8% | -7.6% | -7.2% |
| 30D | -16.0% | +16.7% | -32.8% | -24.6% |
| 3M | -38.7% | -2.6% | -36.1% | -38.0% |
| 6M | -61.4% | +13.0% | -74.3% | -65.2% |
| YTD | -31.0% | -11.7% | -19.2% | -28.1% |
| 1Y | -46.2% | -6.7% | -39.6% | -46.3% |
| 3Y | -61.5% | +40.5% | -102.0% | -73.3% |
| 5Y | -96.9% | +88.2% | -185.1% | -98.2% |
| 10Y | -7.5% | +1,131.0% | -1,138.4% | -77.0% |
| All | -7.5% | +1,145.7% | -1,153.2% | -77.0% |
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