-96.3%
PLUG vs ARMK
+107.5%
-203.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.7% | +0.1% |
| 7D | +14.5% | +0.9% | +13.6% | +13.7% |
| 30D | -10.7% | -0.4% | -10.4% | -10.7% |
| 3M | -31.2% | -2.0% | -29.2% | -30.5% |
| 6M | -51.9% | +22.0% | -73.9% | -59.8% |
| YTD | -23.9% | +49.6% | -73.5% | -46.9% |
| 1Y | -43.4% | +46.4% | -89.8% | -59.7% |
| 3Y | -74.7% | +103.2% | -177.9% | -87.7% |
| 5Y | -96.3% | +108.1% | -204.4% | -98.4% |
| All | -96.3% | +107.5% | -203.9% | -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