+1,121.7%
ARES vs PEGA
+293.8%
+827.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.2% |
| 7D | +4.5% | -4.5% | +9.1% | +6.0% |
| 30D | +15.7% | -5.7% | +21.4% | +17.6% |
| 3M | -2.0% | +2.7% | -4.7% | -3.3% |
| 6M | +10.4% | -10.5% | +20.9% | +12.4% |
| YTD | -14.2% | -45.4% | +31.2% | -0.1% |
| 1Y | -7.8% | -44.7% | +37.0% | +6.9% |
| 3Y | +41.4% | +45.7% | -4.3% | +14.2% |
| 5Y | +83.7% | -45.3% | +128.9% | +91.9% |
| 10Y | +1,204.1% | +102.6% | +1,101.5% | +909.3% |
| All | +1,121.7% | +293.8% | +827.9% | +876.6% |
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