+217.6%
ARES vs PCOR
-30.9%
+248.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.6% |
| 7D | -1.7% | -9.0% | +7.3% | +1.7% |
| 30D | +0.3% | +4.2% | -3.9% | -1.4% |
| 3M | +8.5% | +14.4% | -5.9% | +2.3% |
| 6M | +23.5% | +0.2% | +23.3% | +20.5% |
| YTD | -11.2% | -20.3% | +9.0% | -6.2% |
| 1Y | -19.3% | -16.1% | -3.2% | -16.8% |
| 3Y | +48.7% | -14.7% | +63.4% | +46.8% |
| 5Y | +106.5% | -43.2% | +149.7% | +99.0% |
| All | +217.6% | -30.9% | +248.5% | +203.7% |
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