+1,171.2%
ARES vs PBF
+197.3%
+974.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.5% |
| 7D | +8.1% | -15.3% | +23.4% | +10.1% |
| 30D | +18.9% | -21.8% | +40.7% | +22.0% |
| 3M | +2.3% | -0.2% | +2.5% | +1.6% |
| 6M | +12.7% | +63.6% | -50.9% | +4.3% |
| YTD | -10.8% | +147.5% | -158.3% | -22.7% |
| 1Y | -5.3% | +69.8% | -75.2% | -14.1% |
| 3Y | +42.0% | +65.3% | -23.2% | +24.8% |
| 5Y | +88.3% | +393.4% | -305.1% | +40.1% |
| 10Y | +1,148.2% | +240.3% | +907.9% | +730.3% |
| All | +1,171.2% | +197.3% | +974.0% | +758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling