+41.4%
ARES vs PENG
+184.4%
-143.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | -1.8% |
| 7D | +4.5% | -19.4% | +24.0% | +7.1% |
| 30D | +15.7% | -42.4% | +58.1% | +25.1% |
| 3M | -2.0% | -25.6% | +23.6% | -0.2% |
| 6M | +10.4% | +7.3% | +3.1% | -3.3% |
| YTD | -14.2% | +113.9% | -128.1% | -38.3% |
| 1Y | -7.8% | +93.6% | -101.3% | -32.2% |
| 3Y | +41.4% | +170.2% | -128.8% | -7.0% |
| All | +41.4% | +184.4% | -143.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling