+1,121.7%
ARES vs PTC
+448.7%
+673.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.5% | -0.2% | +4.8% | +4.7% |
| 30D | +15.7% | +0.8% | +15.0% | +15.4% |
| 3M | -2.0% | +32.1% | -34.1% | -14.8% |
| 6M | +10.4% | +42.6% | -32.2% | -8.6% |
| YTD | -14.2% | +12.0% | -26.2% | -21.2% |
| 1Y | -7.8% | +12.2% | -19.9% | -15.4% |
| 3Y | +41.4% | +31.2% | +10.2% | +19.3% |
| 5Y | +83.7% | +54.9% | +28.8% | +43.8% |
| 10Y | +1,204.1% | +343.1% | +860.9% | +586.8% |
| All | +1,121.7% | +448.7% | +673.0% | +527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling