+1,164.6%
ARES vs PEGA
+353.7%
+810.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | +0.3% | +17.7% | -17.5% | -4.6% |
| 3M | +8.5% | +5.8% | +2.7% | +5.6% |
| 6M | +23.5% | -20.3% | +43.7% | +30.1% |
| YTD | -11.2% | -37.1% | +25.9% | -0.5% |
| 1Y | -19.3% | -30.2% | +10.9% | -12.9% |
| 3Y | +48.7% | +48.1% | +0.5% | +20.0% |
| 5Y | +106.5% | -46.8% | +153.3% | +119.2% |
| 10Y | +1,055.3% | +191.3% | +864.0% | +739.3% |
| All | +1,164.6% | +353.7% | +810.9% | +872.5% |
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