+15.1%
PLUG vs ARMK
+123.7%
-108.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.5% | +3.0% | +5.0% |
| 7D | +5.8% | -2.6% | +8.5% | +7.4% |
| 30D | -18.5% | -5.2% | -13.3% | -16.3% |
| 3M | -30.0% | -6.5% | -23.4% | -27.6% |
| 6M | -56.2% | +15.3% | -71.5% | -59.6% |
| YTD | -26.4% | +43.6% | -70.0% | -40.0% |
| 1Y | -42.2% | +42.1% | -84.3% | -52.5% |
| 3Y | -76.8% | +94.0% | -170.8% | -84.2% |
| 5Y | -96.2% | +96.3% | -192.5% | -97.4% |
| All | +15.1% | +123.7% | -108.6% | -16.7% |
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