+36.1%
ARES vs PNR
+15.8%
+20.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +19.7% | +31.7% | -12.0% | +2.5% |
| 3M | -9.0% | +2.6% | -11.6% | -10.4% |
| 6M | +11.5% | -6.4% | +17.9% | +13.5% |
| YTD | -13.8% | -33.4% | +19.6% | +10.0% |
| 1Y | -5.6% | -35.1% | +29.5% | +22.5% |
| 3Y | +36.1% | +17.1% | +19.0% | +44.4% |
| All | +36.1% | +15.8% | +20.3% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling