+1,344.1%
ARES vs PR
+169.5%
+1,174.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.7% | +2.9% | -4.6% | -1.9% |
| 30D | +0.3% | +18.0% | -17.8% | -1.1% |
| 3M | +8.5% | +16.9% | -8.4% | +7.0% |
| 6M | +23.5% | +28.2% | -4.7% | +20.6% |
| YTD | -11.2% | +69.3% | -80.6% | -15.3% |
| 1Y | -19.3% | +69.5% | -88.8% | -23.1% |
| 3Y | +48.7% | +81.7% | -33.0% | +40.6% |
| 5Y | +106.5% | +422.2% | -315.7% | +84.3% |
| 10Y | +1,055.3% | +110.4% | +945.0% | +1,106.6% |
| All | +1,344.1% | +169.5% | +1,174.6% | +1,382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling