+1,171.2%
ARES vs PFG
+290.1%
+881.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +8.1% | +3.0% | +5.2% | +6.5% |
| 30D | +18.9% | +8.2% | +10.8% | +14.2% |
| 3M | +2.3% | +2.7% | -0.3% | +0.8% |
| 6M | +12.7% | +17.2% | -4.5% | +3.6% |
| YTD | -10.8% | +34.8% | -45.5% | -23.7% |
| 1Y | -5.3% | +43.6% | -48.9% | -21.6% |
| 3Y | +42.0% | +85.4% | -43.4% | +4.1% |
| 5Y | +88.3% | +102.2% | -13.9% | +33.3% |
| 10Y | +1,148.2% | +190.2% | +958.0% | +566.1% |
| All | +1,171.2% | +290.1% | +881.1% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling