+961.2%
ARES vs PPG
+26.9%
+934.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -6.1% | -6.2% | +0.2% | -2.6% |
| 30D | -7.5% | -7.9% | +0.4% | -3.1% |
| 3M | +0.1% | -10.2% | +10.3% | +5.9% |
| 6M | +30.3% | +2.7% | +27.6% | +26.8% |
| YTD | -16.6% | +4.9% | -21.5% | -20.1% |
| 1Y | -26.1% | -3.2% | -22.9% | -26.1% |
| 3Y | +36.4% | -17.0% | +53.4% | +46.2% |
| 5Y | +95.0% | -23.3% | +118.3% | +114.1% |
| All | +961.2% | +26.9% | +934.3% | +759.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling