+1,164.6%
ARES vs PSA
+180.6%
+984.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -0.2% |
| 30D | +0.3% | -7.7% | +8.0% | +3.5% |
| 3M | +8.5% | -0.6% | +9.1% | +8.6% |
| 6M | +23.5% | -0.9% | +24.4% | +23.5% |
| YTD | -11.2% | +18.7% | -29.9% | -17.3% |
| 1Y | -19.3% | +7.6% | -26.9% | -22.1% |
| 3Y | +48.7% | +23.7% | +25.0% | +32.7% |
| 5Y | +106.5% | +13.7% | +92.9% | +90.1% |
| 10Y | +1,055.3% | +98.9% | +956.5% | +766.2% |
| All | +1,164.6% | +180.6% | +984.0% | +851.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling