+1,171.2%
ARES vs PEGA
+283.2%
+888.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +8.1% | -8.2% | +16.3% | +10.8% |
| 30D | +18.9% | -11.6% | +30.5% | +23.1% |
| 3M | +2.3% | -4.2% | +6.5% | +3.1% |
| 6M | +12.7% | -12.0% | +24.7% | +15.2% |
| YTD | -10.8% | -46.9% | +36.1% | +4.7% |
| 1Y | -5.3% | -47.0% | +41.7% | +11.0% |
| 3Y | +42.0% | +40.9% | +1.2% | +15.9% |
| 5Y | +88.3% | -45.4% | +133.7% | +96.6% |
| 10Y | +1,148.2% | +95.9% | +1,052.3% | +873.8% |
| All | +1,171.2% | +283.2% | +888.0% | +923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling