+953.0%
ARES vs PSA
+101.3%
+851.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.7% | -3.6% | -4.1% | -6.2% |
| 30D | -8.7% | -9.4% | +0.7% | -4.7% |
| 3M | +2.8% | -8.2% | +11.0% | +6.6% |
| 6M | +23.1% | -1.8% | +24.9% | +23.6% |
| YTD | -17.3% | +15.7% | -33.0% | -22.7% |
| 1Y | -24.3% | +6.3% | -30.6% | -26.8% |
| 3Y | +34.9% | +21.6% | +13.4% | +19.3% |
| 5Y | +93.5% | +13.5% | +80.0% | +75.7% |
| All | +953.0% | +101.3% | +851.7% | +655.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling