+106.6%
ARES vs PR
+433.6%
-327.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.4% |
| 30D | +0.3% | +18.0% | -17.8% | -4.2% |
| 3M | +8.5% | +16.9% | -8.4% | +3.4% |
| 6M | +23.5% | +28.2% | -4.7% | +13.6% |
| YTD | -11.2% | +69.3% | -80.6% | -24.7% |
| 1Y | -19.3% | +69.5% | -88.8% | -31.9% |
| 3Y | +48.7% | +81.7% | -33.0% | +21.1% |
| All | +106.6% | +433.6% | -327.0% | +34.9% |
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