+37.7%
PCAR vs ARES
+40.9%
-3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +0.3% | +16.7% | -16.4% | -3.6% |
| 3M | -17.9% | -2.6% | -15.3% | -17.6% |
| 6M | -3.4% | +13.0% | -16.4% | -6.9% |
| YTD | -0.1% | -11.7% | +11.6% | +2.8% |
| 1Y | +13.4% | -6.7% | +20.1% | +14.3% |
| All | +37.7% | +40.9% | -3.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling