+1,164.6%
ARES vs PTC
+296.7%
+867.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +1.6% |
| 7D | -1.7% | -10.3% | +8.6% | +2.9% |
| 30D | +0.3% | +1.1% | -0.9% | -0.5% |
| 3M | +8.5% | +1.6% | +6.9% | +6.3% |
| 6M | +23.5% | -13.5% | +36.9% | +29.3% |
| YTD | -11.2% | -19.1% | +7.8% | -4.5% |
| 1Y | -19.3% | -33.9% | +14.6% | -5.3% |
| 3Y | +48.7% | -3.9% | +52.6% | +45.9% |
| 5Y | +106.5% | +6.0% | +100.5% | +92.6% |
| 10Y | +1,055.3% | +223.7% | +831.6% | +611.0% |
| All | +1,164.6% | +296.7% | +867.9% | +660.0% |
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