+961.2%
ARES vs PSLV
+190.6%
+770.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -6.1% | -3.5% | -2.6% | -5.5% |
| 30D | -7.5% | -2.1% | -5.4% | -7.3% |
| 3M | +0.1% | -1.6% | +1.8% | +0.1% |
| 6M | +30.3% | -25.5% | +55.8% | +36.4% |
| YTD | -16.6% | -11.4% | -5.2% | -18.4% |
| 1Y | -26.1% | +48.6% | -74.7% | -36.6% |
| 3Y | +36.4% | +166.9% | -130.4% | +0.5% |
| 5Y | +95.0% | +152.4% | -57.4% | +42.9% |
| All | +961.2% | +190.6% | +770.6% | +544.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling