-19.3%
ARES vs PBF
+176.4%
-195.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -1.7% | +4.3% | -6.0% | -1.6% |
| 30D | +0.3% | +22.0% | -21.7% | +0.9% |
| 3M | +8.5% | +74.5% | -66.0% | +9.7% |
| 6M | +23.5% | +67.7% | -44.2% | +24.8% |
| YTD | -11.2% | +179.2% | -190.4% | -11.0% |
| 1Y | -19.3% | +170.0% | -189.3% | -19.0% |
| All | -19.3% | +176.4% | -195.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling