+1,267.4%
ARES vs PEGA
+99.2%
+1,168.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +5.5% |
| 7D | +5.0% | -10.0% | +15.0% | +8.5% |
| 30D | +19.1% | -12.7% | +31.8% | +24.2% |
| 3M | +3.1% | -4.6% | +7.7% | +4.0% |
| 6M | +12.9% | -13.1% | +25.9% | +16.0% |
| YTD | -10.7% | -47.6% | +36.9% | +6.9% |
| 1Y | -5.5% | -47.0% | +41.5% | +12.5% |
| 3Y | +45.0% | +42.0% | +3.0% | +13.6% |
| 5Y | +87.4% | -47.8% | +135.2% | +105.5% |
| 10Y | +1,267.4% | +92.0% | +1,175.4% | +902.2% |
| All | +1,267.4% | +99.2% | +1,168.2% | +902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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