+97.0%
ARES vs PEG
+33.9%
+63.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -2.4% | -1.7% | -0.6% | -1.5% |
| 3M | +3.9% | -6.8% | +10.7% | +7.5% |
| 6M | +26.4% | -11.4% | +37.7% | +33.8% |
| YTD | -14.9% | -7.2% | -7.7% | -12.7% |
| 1Y | -20.4% | -6.1% | -14.3% | -19.2% |
| 3Y | +38.8% | +31.8% | +7.0% | +14.4% |
| 5Y | +97.0% | +35.6% | +61.4% | +59.6% |
| All | +97.0% | +33.9% | +63.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling