+88.2%
ARES vs PENG
+68.7%
+19.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.4% | -3.1% |
| 7D | +0.8% | +1.9% | -1.1% | -0.5% |
| 30D | +16.7% | -37.8% | +54.5% | +26.1% |
| 3M | -2.6% | -14.1% | +11.5% | -3.3% |
| 6M | +13.0% | +13.1% | -0.2% | -1.5% |
| YTD | -11.7% | +151.8% | -163.5% | -39.2% |
| 1Y | -6.7% | +136.0% | -142.7% | -34.8% |
| 3Y | +40.5% | +217.9% | -177.4% | -16.6% |
| 5Y | +88.2% | +64.1% | +24.1% | +25.7% |
| All | +88.2% | +68.7% | +19.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling