-19.3%
ARES vs PFGC
-5.1%
-14.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | +0.3% | -11.9% | +12.2% | +2.2% |
| 3M | +8.5% | +5.0% | +3.5% | +6.4% |
| 6M | +23.5% | +8.6% | +14.9% | +19.4% |
| YTD | -11.2% | +9.7% | -20.9% | -17.1% |
| 1Y | -19.3% | -6.3% | -13.0% | -16.2% |
| All | -19.3% | -5.1% | -14.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling