+996.3%
ARES vs PENG
+762.7%
+233.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.2% |
| 7D | -1.7% | +4.5% | -6.2% | -2.6% |
| 30D | +0.3% | -7.1% | +7.4% | +1.3% |
| 3M | +8.5% | -27.3% | +35.7% | +11.4% |
| 6M | +23.5% | +169.6% | -146.1% | -5.2% |
| YTD | -11.2% | +164.6% | -175.8% | -31.7% |
| 1Y | -19.3% | +109.5% | -128.8% | -35.4% |
| 3Y | +48.7% | +98.9% | -50.3% | +11.4% |
| 5Y | +106.5% | +116.3% | -9.7% | +48.0% |
| All | +996.3% | +762.7% | +233.6% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling