+999.8%
ARES vs PEGA
+170.9%
+828.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.4% |
| 7D | -2.7% | -6.1% | +3.5% | -0.7% |
| 30D | -2.4% | +6.4% | -8.8% | -4.5% |
| 3M | +3.9% | +2.9% | +1.0% | +1.8% |
| 6M | +26.4% | -23.8% | +50.2% | +35.7% |
| YTD | -14.9% | -41.1% | +26.2% | -1.6% |
| 1Y | -20.4% | -38.2% | +17.8% | -10.0% |
| 3Y | +38.8% | +49.8% | -11.1% | +7.9% |
| 5Y | +97.0% | -48.0% | +145.0% | +118.3% |
| 10Y | +999.8% | +173.1% | +826.6% | +689.9% |
| All | +999.8% | +170.9% | +828.9% | +689.9% |
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