-91.9%
PLUG vs ARES
+105.6%
-197.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.6% |
| 7D | -0.9% | -1.7% | +0.8% | +0.3% |
| 30D | +3.3% | +0.3% | +3.1% | +3.0% |
| 3M | -39.7% | +8.5% | -48.2% | -44.4% |
| 6M | -12.5% | +23.5% | -36.0% | -29.3% |
| YTD | +10.2% | -11.2% | +21.4% | +16.3% |
| 1Y | +50.7% | -19.3% | +70.0% | +71.4% |
| 3Y | -74.5% | +48.7% | -123.2% | -86.4% |
| All | -91.9% | +105.6% | -197.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling