-96.5%
PLUG vs ARMK
+96.3%
-192.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.5% | +3.0% | +3.9% |
| 7D | +5.8% | -2.6% | +8.5% | +8.1% |
| 30D | -18.5% | -5.2% | -13.3% | -15.2% |
| 3M | -30.0% | -6.5% | -23.4% | -26.5% |
| 6M | -56.2% | +15.3% | -71.5% | -61.6% |
| YTD | -26.4% | +43.6% | -70.0% | -47.0% |
| 1Y | -42.2% | +42.1% | -84.3% | -57.9% |
| 3Y | -76.8% | +94.0% | -170.8% | -88.3% |
| All | -96.5% | +96.3% | -192.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling