+43.2%
ARES vs PFGC
+63.1%
-19.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +0.8% |
| 30D | +1.3% | -15.8% | +17.1% | +9.4% |
| 3M | +10.4% | -0.6% | +11.0% | +9.2% |
| 6M | +29.0% | +10.7% | +18.3% | +20.0% |
| YTD | -12.2% | +7.6% | -19.8% | -18.8% |
| 1Y | -18.4% | -7.8% | -10.6% | -16.5% |
| 3Y | +43.2% | +63.7% | -20.5% | +11.6% |
| All | +43.2% | +63.1% | -19.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling