+957.1%
ARES vs PENG
+520.3%
+436.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | +1.9% |
| 7D | +4.9% | -36.7% | +41.6% | +12.6% |
| 30D | +13.6% | -42.0% | +55.6% | +22.8% |
| 3M | -3.3% | -33.2% | +29.9% | +0.9% |
| 6M | +11.0% | +2.1% | +8.9% | +1.5% |
| YTD | -14.4% | +90.3% | -104.7% | -31.9% |
| 1Y | -9.1% | +67.7% | -76.8% | -26.1% |
| 3Y | +37.1% | +154.2% | -117.1% | -2.0% |
| 5Y | +83.3% | +28.3% | +55.0% | +40.5% |
| All | +957.1% | +520.3% | +436.7% | +557.3% |
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