+206.2%
ARES vs PCOR
-10.0%
+216.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | +23.7% | -18.8% | -3.2% |
| 30D | +13.6% | +39.0% | -25.4% | +0.4% |
| 3M | -3.3% | +35.8% | -39.1% | -14.3% |
| 6M | +11.0% | +38.2% | -27.2% | -3.4% |
| YTD | -14.4% | +3.9% | -18.3% | -18.4% |
| 1Y | -9.1% | +5.7% | -14.8% | -14.2% |
| 3Y | +37.1% | +44.8% | -7.7% | +12.1% |
| 5Y | +83.3% | -19.8% | +103.1% | +59.4% |
| All | +206.2% | -10.0% | +216.2% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling