+102.6%
ARES vs PEGA
-47.9%
+150.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.1% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +1.3% | +9.6% | -8.3% | -1.4% |
| 3M | +10.4% | +2.3% | +8.0% | +8.6% |
| 6M | +29.0% | -23.9% | +52.9% | +37.3% |
| YTD | -12.2% | -39.8% | +27.6% | -1.1% |
| 1Y | -18.4% | -37.4% | +19.0% | -9.6% |
| 3Y | +43.2% | +53.1% | -10.0% | +16.7% |
| 5Y | +102.6% | -47.2% | +149.8% | +134.0% |
| All | +102.6% | -47.9% | +150.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling