+575.8%
PBR vs ARES
+1,112.4%
-536.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -29.3% | +19.7% | -49.0% | -33.8% |
| 3M | +5.5% | -9.0% | +14.5% | +8.0% |
| 6M | -2.9% | +11.5% | -14.4% | -8.5% |
| YTD | +61.5% | -13.8% | +75.3% | +63.5% |
| 1Y | +46.9% | -5.6% | +52.4% | +42.6% |
| 3Y | +66.4% | +36.1% | +30.3% | +29.2% |
| 5Y | +460.3% | +82.7% | +377.6% | +254.6% |
| All | +575.8% | +1,112.4% | -536.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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