+662.0%
PBR vs ARES
+979.8%
-317.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +5.4% | -6.1% | +11.4% | +7.5% |
| 30D | +22.9% | -7.5% | +30.4% | +25.7% |
| 3M | +19.6% | +0.1% | +19.5% | +18.3% |
| 6M | +16.5% | +30.3% | -13.8% | +3.5% |
| YTD | +86.7% | -16.6% | +103.3% | +92.3% |
| 1Y | +74.7% | -26.1% | +100.8% | +87.0% |
| 3Y | +102.6% | +36.4% | +66.1% | +59.0% |
| 5Y | +566.6% | +95.0% | +471.6% | +315.4% |
| All | +662.0% | +979.8% | -317.8% | +169.6% |
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