+999.8%
ARES vs PFG
+239.8%
+760.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -2.7% | +3.2% | -5.9% | -4.5% |
| 30D | -2.4% | +0.9% | -3.3% | -3.0% |
| 3M | +3.9% | +7.7% | -3.8% | -0.5% |
| 6M | +26.4% | +29.0% | -2.6% | +9.6% |
| YTD | -14.9% | +32.5% | -47.3% | -27.3% |
| 1Y | -20.4% | +47.3% | -67.7% | -36.0% |
| 3Y | +38.8% | +68.2% | -29.4% | +4.4% |
| 5Y | +97.0% | +108.5% | -11.5% | +33.8% |
| 10Y | +999.8% | +241.4% | +758.4% | +472.2% |
| All | +999.8% | +239.8% | +760.0% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling