+93.5%
ARES vs PNR
-21.1%
+114.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.9% |
| 7D | -7.7% | -5.5% | -2.2% | -4.4% |
| 30D | -8.7% | -15.6% | +6.8% | +1.3% |
| 3M | +2.8% | -20.2% | +23.0% | +15.6% |
| 6M | +23.1% | -36.6% | +59.7% | +59.7% |
| YTD | -17.3% | -45.0% | +27.7% | +18.8% |
| 1Y | -24.3% | -47.4% | +23.1% | +12.1% |
| 3Y | +34.9% | -13.7% | +48.6% | +42.0% |
| 5Y | +93.5% | -20.8% | +114.3% | +96.2% |
| All | +93.5% | -21.1% | +114.6% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling