+1,148.2%
ARES vs PR
+65.1%
+1,083.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +8.1% | -9.5% | +17.6% | +8.9% |
| 30D | +18.9% | -5.7% | +24.6% | +19.3% |
| 3M | +2.3% | +3.0% | -0.6% | +1.9% |
| 6M | +12.7% | +11.8% | +0.9% | +11.2% |
| YTD | -10.8% | +58.5% | -69.2% | -14.6% |
| 1Y | -5.3% | +69.9% | -75.2% | -9.9% |
| 3Y | +42.0% | +84.9% | -42.9% | +34.2% |
| 5Y | +88.3% | +246.4% | -158.2% | +70.3% |
| 10Y | +1,148.2% | +70.3% | +1,077.9% | +1,240.5% |
| All | +1,148.2% | +65.1% | +1,083.2% | +1,240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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