-7.5%
PLUG vs ARMK
+130.7%
-138.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -6.8% | +2.8% | -9.6% | -8.0% |
| 30D | -16.0% | -1.8% | -14.3% | -15.3% |
| 3M | -38.7% | -10.9% | -27.9% | -34.9% |
| 6M | -61.4% | +21.2% | -82.6% | -65.3% |
| YTD | -31.0% | +47.0% | -78.0% | -44.4% |
| 1Y | -46.2% | +42.9% | -89.1% | -56.0% |
| 3Y | -61.5% | +95.0% | -156.5% | -73.6% |
| 5Y | -96.9% | +106.2% | -203.1% | -97.9% |
| 10Y | -7.5% | +131.6% | -139.1% | -34.8% |
| All | -7.5% | +130.7% | -138.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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