+43.2%
ARES vs PBF
+62.4%
-19.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +1.3% | +24.9% | -23.6% | -0.9% |
| 3M | +10.4% | +81.9% | -71.5% | +2.8% |
| 6M | +29.0% | +79.4% | -50.4% | +19.1% |
| YTD | -12.2% | +188.3% | -200.5% | -25.0% |
| 1Y | -18.4% | +177.3% | -195.7% | -31.0% |
| 3Y | +43.2% | +56.0% | -12.8% | +17.7% |
| All | +43.2% | +62.4% | -19.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling