-6.9%
ARES vs PBF
+120.1%
-126.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.7% | +12.8% | +5.8% |
| 7D | +10.5% | -0.9% | +11.4% | +10.4% |
| 30D | +16.8% | -13.7% | +30.5% | +16.2% |
| 3M | -3.2% | +10.6% | -13.9% | -2.9% |
| 6M | +16.4% | +61.2% | -44.7% | +18.0% |
| YTD | -12.4% | +172.7% | -185.1% | -12.6% |
| 1Y | -6.9% | +111.0% | -117.9% | -6.8% |
| All | -6.9% | +120.1% | -126.9% | -6.8% |
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