+1,164.6%
ARES vs PRU
+158.6%
+1,006.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.7% | +1.9% | -3.5% | -2.7% |
| 30D | +0.3% | +2.7% | -2.4% | -1.2% |
| 3M | +8.5% | +19.5% | -11.0% | -1.4% |
| 6M | +23.5% | +26.6% | -3.2% | +8.8% |
| YTD | -11.2% | +12.3% | -23.6% | -16.5% |
| 1Y | -19.3% | +18.0% | -37.3% | -26.0% |
| 3Y | +48.7% | +47.0% | +1.6% | +23.2% |
| 5Y | +106.5% | +48.4% | +58.1% | +71.2% |
| 10Y | +1,055.3% | +142.4% | +912.9% | +607.6% |
| All | +1,164.6% | +158.6% | +1,006.0% | +677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling