+13.0%
ARES vs PRU
+24.9%
-12.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +0.8% | -2.8% | +3.6% | +3.1% |
| 30D | +16.7% | +8.5% | +8.2% | +8.9% |
| 3M | -2.6% | +1.7% | -4.4% | -4.5% |
| 6M | +13.0% | +24.8% | -11.8% | -7.0% |
| All | +13.0% | +24.9% | -12.0% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling