+385.6%
PBR vs ARES
+1,196.0%
-810.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +8.6% | -1.7% | +10.3% | +9.1% |
| 30D | +12.8% | +0.3% | +12.5% | +12.4% |
| 3M | +14.7% | +8.5% | +6.2% | +10.4% |
| 6M | +25.2% | +23.5% | +1.7% | +13.4% |
| YTD | +77.1% | -11.2% | +88.4% | +78.6% |
| 1Y | +69.6% | -19.3% | +88.8% | +75.7% |
| 3Y | +95.6% | +48.7% | +46.9% | +50.5% |
| 5Y | +501.8% | +106.5% | +395.2% | +277.6% |
| 10Y | +640.6% | +1,055.3% | -414.8% | +137.9% |
| All | +385.6% | +1,196.0% | -810.4% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling