+41.4%
ARES vs PR
+64.2%
-22.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | +4.5% | -16.4% | +21.0% | +10.2% |
| 30D | +15.7% | -1.9% | +17.6% | +15.4% |
| 3M | -2.0% | +8.0% | -10.0% | -6.1% |
| 6M | +10.4% | +4.1% | +6.3% | +6.3% |
| YTD | -14.2% | +58.7% | -72.9% | -32.8% |
| 1Y | -7.8% | +75.8% | -83.6% | -31.4% |
| 3Y | +41.4% | +73.2% | -31.8% | +3.5% |
| All | +41.4% | +64.2% | -22.9% | +3.5% |
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 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