+41.1%
ARES vs PR
+61.1%
-20.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -0.8% |
| 7D | +4.9% | -16.5% | +21.4% | +10.5% |
| 30D | +13.6% | -4.5% | +18.1% | +14.2% |
| 3M | -3.3% | +8.5% | -11.9% | -7.7% |
| 6M | +11.0% | -3.3% | +14.3% | +9.9% |
| YTD | -14.4% | +55.7% | -70.1% | -32.6% |
| 1Y | -9.1% | +82.0% | -91.2% | -33.9% |
| All | +41.1% | +61.1% | -20.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling