+1,101.7%
ARES vs PFGC
+351.0%
+750.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +0.5% | +3.4% | -2.9% | -0.4% |
| 30D | +19.7% | +16.9% | +2.7% | +14.9% |
| 3M | -9.0% | +6.4% | -15.4% | -10.6% |
| 6M | +11.5% | +16.0% | -4.5% | +6.8% |
| YTD | -13.8% | +23.6% | -37.5% | -19.4% |
| 1Y | -5.6% | +16.6% | -22.2% | -10.4% |
| 3Y | +36.1% | +82.3% | -46.2% | +16.2% |
| 5Y | +82.7% | +138.7% | -56.0% | +46.7% |
| All | +1,101.7% | +351.0% | +750.7% | +850.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling