+1,164.6%
ARES vs PFG
+292.4%
+872.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -1.7% | +5.5% | -7.2% | -4.5% |
| 30D | +0.3% | +2.4% | -2.1% | -1.1% |
| 3M | +8.5% | +13.6% | -5.1% | +1.3% |
| 6M | +23.5% | +27.9% | -4.4% | +8.6% |
| YTD | -11.2% | +35.6% | -46.8% | -24.3% |
| 1Y | -19.3% | +48.5% | -67.8% | -34.4% |
| 3Y | +48.7% | +66.9% | -18.2% | +14.5% |
| 5Y | +106.5% | +111.0% | -4.4% | +43.4% |
| 10Y | +1,055.3% | +244.5% | +810.8% | +486.9% |
| All | +1,164.6% | +292.4% | +872.2% | +560.0% |
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