-9.0%
ARES vs PR
+68.0%
-77.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.4% |
| 7D | +4.5% | -16.4% | +21.0% | +2.5% |
| 30D | +15.7% | -1.9% | +17.6% | +14.9% |
| 3M | -2.0% | +8.0% | -10.0% | -1.8% |
| 6M | +10.4% | +4.1% | +6.3% | +11.1% |
| YTD | -14.2% | +58.7% | -72.9% | -21.5% |
| All | -9.0% | +68.0% | -77.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling