-6.9%
ARES vs PNR
-31.2%
+24.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.0% |
| 7D | +10.5% | +11.9% | -1.4% | +6.5% |
| 30D | +16.8% | +37.1% | -20.3% | +4.9% |
| 3M | -3.2% | +5.7% | -8.9% | -5.2% |
| 6M | +16.4% | -5.7% | +22.1% | +17.5% |
| YTD | -12.4% | -29.8% | +17.4% | +5.5% |
| 1Y | -6.9% | -31.8% | +24.9% | +14.6% |
| All | -6.9% | -31.2% | +24.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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