+1,172.8%
ARES vs PBF
+213.7%
+959.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.8% |
| 7D | +5.0% | -7.4% | +12.3% | +5.8% |
| 30D | +19.1% | -17.5% | +36.5% | +21.4% |
| 3M | +3.1% | +13.1% | -10.1% | +0.8% |
| 6M | +12.9% | +72.6% | -59.8% | +3.8% |
| YTD | -10.7% | +161.2% | -171.8% | -23.0% |
| 1Y | -5.5% | +93.3% | -98.9% | -15.7% |
| 3Y | +45.0% | +80.7% | -35.7% | +26.1% |
| 5Y | +87.4% | +396.1% | -308.7% | +39.4% |
| 10Y | +1,267.4% | +252.3% | +1,015.1% | +805.4% |
| All | +1,172.8% | +213.7% | +959.1% | +754.7% |
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 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