+1,089.9%
ARES vs PEGA
+94.9%
+994.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.0% |
| 7D | -0.3% | -4.6% | +4.2% | +1.1% |
| 30D | +15.3% | -6.8% | +22.1% | +17.7% |
| 3M | -5.4% | +2.6% | -7.9% | -6.7% |
| 6M | +10.0% | -5.4% | +15.4% | +10.0% |
| YTD | -14.7% | -46.0% | +31.4% | +1.2% |
| 1Y | -9.7% | -45.6% | +35.9% | +6.7% |
| 3Y | +35.8% | +43.2% | -7.3% | +6.1% |
| 5Y | +80.9% | -45.3% | +126.1% | +95.0% |
| All | +1,089.9% | +94.9% | +994.9% | +729.2% |
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