-19.3%
ARES vs PNR
-43.1%
+23.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | +0.3% | -12.8% | +13.0% | +5.4% |
| 3M | +8.5% | -17.0% | +25.5% | +14.0% |
| 6M | +23.5% | -37.4% | +60.9% | +53.7% |
| YTD | -11.2% | -41.6% | +30.4% | +16.1% |
| 1Y | -19.3% | -44.6% | +25.3% | +11.0% |
| All | -19.3% | -43.1% | +23.8% | +11.0% |
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