+293.0%
PCAR vs ARES
+1,313.3%
-1,020.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.4% |
| 7D | +2.9% | +5.0% | -2.1% | +1.4% |
| 30D | -2.1% | +19.1% | -21.2% | -7.2% |
| 3M | -20.4% | +3.1% | -23.4% | -21.3% |
| 6M | -7.0% | +12.9% | -19.8% | -11.0% |
| YTD | -2.6% | -10.7% | +8.0% | -1.5% |
| 1Y | +9.8% | -5.5% | +15.3% | +8.9% |
| 3Y | +37.3% | +45.0% | -7.7% | +15.7% |
| 5Y | +116.4% | +87.4% | +29.1% | +62.6% |
| 10Y | +293.0% | +1,267.4% | -974.5% | +73.1% |
| All | +293.0% | +1,313.3% | -1,020.3% | +73.1% |
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