+999.8%
ARES vs PBF
+351.3%
+648.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -2.7% | +1.4% | -4.0% | -2.8% |
| 30D | -2.4% | +15.8% | -18.2% | -4.2% |
| 3M | +3.9% | +90.3% | -86.4% | -4.9% |
| 6M | +26.4% | +102.8% | -76.4% | +13.6% |
| YTD | -14.9% | +187.3% | -202.2% | -27.3% |
| 1Y | -20.4% | +161.8% | -182.3% | -31.8% |
| 3Y | +38.8% | +55.5% | -16.7% | +23.2% |
| 5Y | +97.0% | +801.9% | -704.9% | +34.9% |
| 10Y | +999.8% | +362.2% | +637.6% | +618.2% |
| All | +999.8% | +351.3% | +648.5% | +618.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling