-18.4%
ARES vs PTC
-38.1%
+19.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.3% |
| 7D | -0.3% | -12.8% | +12.5% | +3.1% |
| 30D | +1.3% | -9.8% | +11.1% | +3.9% |
| 3M | +10.4% | -2.1% | +12.4% | +10.3% |
| 6M | +29.0% | -18.1% | +47.1% | +37.5% |
| YTD | -12.2% | -23.5% | +11.3% | -4.7% |
| 1Y | -18.4% | -37.4% | +18.9% | -2.8% |
| All | -18.4% | -38.1% | +19.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling