+80.9%
ARES vs PR
+269.8%
-188.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.4% | -3.9% |
| 7D | -0.3% | +6.7% | -7.0% | -2.0% |
| 30D | +15.3% | -6.1% | +21.4% | +16.6% |
| 3M | -5.4% | +6.9% | -12.2% | -7.9% |
| 6M | +10.0% | +14.6% | -4.6% | +4.2% |
| YTD | -14.7% | +66.1% | -80.8% | -28.3% |
| 1Y | -9.7% | +77.0% | -86.7% | -25.7% |
| 3Y | +35.8% | +93.8% | -58.0% | +7.6% |
| 5Y | +80.9% | +268.2% | -187.4% | +18.9% |
| All | +80.9% | +269.8% | -188.9% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling