-9.7%
ARES vs PENG
+136.5%
-146.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -3.5% |
| 7D | -0.3% | +34.6% | -34.9% | -3.1% |
| 30D | +15.3% | -35.9% | +51.2% | +20.3% |
| 3M | -5.4% | -14.7% | +9.3% | -5.6% |
| 6M | +10.0% | +13.5% | -3.5% | -4.3% |
| YTD | -14.7% | +156.1% | -170.8% | -43.8% |
| 1Y | -9.7% | +141.3% | -151.0% | -39.7% |
| All | -9.7% | +136.5% | -146.2% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling