+964.1%
ARES vs PENG
+689.3%
+274.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.0% |
| 7D | +0.5% | +13.2% | -12.7% | -2.0% |
| 30D | +19.7% | -29.9% | +49.6% | +25.2% |
| 3M | -9.0% | -22.2% | +13.3% | -7.8% |
| 6M | +11.5% | -1.9% | +13.4% | +3.5% |
| YTD | -13.8% | +142.1% | -156.0% | -34.6% |
| 1Y | -5.6% | +151.5% | -157.1% | -29.1% |
| 3Y | +36.1% | +206.9% | -170.8% | -6.2% |
| 5Y | +82.7% | +58.2% | +24.4% | +34.2% |
| All | +964.1% | +689.3% | +274.8% | +531.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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