+1,164.6%
ARES vs PEG
+183.9%
+980.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +0.3% | -2.4% | +2.7% | +1.3% |
| 3M | +8.5% | -4.8% | +13.3% | +10.4% |
| 6M | +23.5% | -10.7% | +34.2% | +28.8% |
| YTD | -11.2% | -6.7% | -4.5% | -9.5% |
| 1Y | -19.3% | -6.8% | -12.4% | -17.7% |
| 3Y | +48.7% | +34.5% | +14.2% | +29.6% |
| 5Y | +106.5% | +35.8% | +70.8% | +79.2% |
| 10Y | +1,055.3% | +141.7% | +913.6% | +769.1% |
| All | +1,164.6% | +183.9% | +980.7% | +857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling