+88.2%
ARES vs PRU
+43.3%
+45.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +0.8% | -2.8% | +3.6% | +3.2% |
| 30D | +16.7% | +8.5% | +8.2% | +9.0% |
| 3M | -2.6% | +1.7% | -4.4% | -4.2% |
| 6M | +13.0% | +24.8% | -11.8% | -6.3% |
| YTD | -11.7% | +13.3% | -25.0% | -20.7% |
| 1Y | -6.7% | +21.4% | -28.1% | -20.9% |
| 3Y | +40.5% | +54.8% | -14.3% | -3.1% |
| 5Y | +88.2% | +42.4% | +45.9% | +38.9% |
| All | +88.2% | +43.3% | +45.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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