+206.8%
ARES vs PCOR
-10.3%
+217.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | +22.7% | -18.2% | -3.3% |
| 30D | +15.7% | +37.5% | -21.7% | +2.7% |
| 3M | -2.0% | +35.2% | -37.2% | -13.0% |
| 6M | +10.4% | +42.2% | -31.8% | -4.9% |
| YTD | -14.2% | +3.6% | -17.8% | -18.1% |
| 1Y | -7.8% | -4.8% | -3.0% | -9.1% |
| 3Y | +41.4% | +48.3% | -7.0% | +14.6% |
| 5Y | +83.7% | -20.1% | +103.7% | +60.0% |
| All | +206.8% | -10.3% | +217.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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