+102.6%
ARES vs PFG
+110.7%
-8.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | 0.0% |
| 7D | -0.3% | +6.0% | -6.3% | -5.0% |
| 30D | +1.3% | +2.2% | -0.9% | -0.7% |
| 3M | +10.4% | +10.4% | 0.0% | +1.9% |
| 6M | +29.0% | +27.8% | +1.2% | +6.5% |
| YTD | -12.2% | +33.6% | -45.8% | -30.1% |
| 1Y | -18.4% | +49.3% | -67.7% | -40.6% |
| 3Y | +43.2% | +69.7% | -26.6% | -5.7% |
| 5Y | +102.6% | +111.3% | -8.8% | +12.2% |
| All | +102.6% | +110.7% | -8.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling