+1,164.6%
ARES vs PNR
+48.0%
+1,116.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.4% |
| 30D | +0.3% | -12.8% | +13.0% | +7.7% |
| 3M | +8.5% | -17.0% | +25.5% | +17.7% |
| 6M | +23.5% | -37.4% | +60.9% | +55.2% |
| YTD | -11.2% | -41.6% | +30.4% | +16.1% |
| 1Y | -19.3% | -44.6% | +25.3% | +8.6% |
| 3Y | +48.7% | -12.1% | +60.8% | +56.0% |
| 5Y | +106.5% | -17.4% | +123.9% | +117.1% |
| 10Y | +1,055.3% | +64.0% | +991.3% | +716.6% |
| All | +1,164.6% | +48.0% | +1,116.6% | +766.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling