+10.4%
ARES vs PRU
+20.0%
-9.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +2.4% |
| 7D | +4.5% | +2.4% | +2.2% | +2.3% |
| 30D | +15.7% | +6.1% | +9.6% | +10.0% |
| 3M | -2.0% | -0.7% | -1.3% | -1.9% |
| 6M | +10.4% | +22.1% | -11.7% | -9.2% |
| All | +10.4% | +20.0% | -9.6% | -9.2% |
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