+1,121.7%
ARES vs PRU
+152.7%
+969.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.6% |
| 7D | +4.5% | +2.4% | +2.2% | +3.2% |
| 30D | +15.7% | +6.1% | +9.6% | +12.2% |
| 3M | -2.0% | -0.7% | -1.3% | -1.6% |
| 6M | +10.4% | +22.1% | -11.7% | -0.7% |
| YTD | -14.2% | +9.8% | -24.0% | -18.3% |
| 1Y | -7.8% | +19.4% | -27.1% | -15.9% |
| 3Y | +41.4% | +50.4% | -9.0% | +16.1% |
| 5Y | +83.7% | +37.2% | +46.5% | +58.1% |
| 10Y | +1,204.1% | +119.5% | +1,084.6% | +724.6% |
| All | +1,121.7% | +152.7% | +969.0% | +661.0% |
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 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