+45.0%
ARES vs PFG
+84.7%
-39.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +1.0% |
| 7D | +5.0% | +2.3% | +2.7% | +3.1% |
| 30D | +19.1% | +7.6% | +11.5% | +12.4% |
| 3M | +3.1% | +2.5% | +0.5% | +0.6% |
| 6M | +12.9% | +16.6% | -3.8% | -0.9% |
| YTD | -10.7% | +34.1% | -44.7% | -30.0% |
| 1Y | -5.5% | +44.1% | -49.6% | -30.2% |
| 3Y | +45.0% | +86.3% | -41.3% | -10.2% |
| All | +45.0% | +84.7% | -39.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling