+31.8%
PCAR vs ARES
+37.4%
-5.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.1% | +4.5% | -4.5% | -1.1% |
| 30D | -4.6% | +15.7% | -20.3% | -8.1% |
| 3M | -22.6% | -2.0% | -20.6% | -22.4% |
| 6M | -12.0% | +10.4% | -22.4% | -14.6% |
| YTD | -6.1% | -14.2% | +8.1% | -2.6% |
| 1Y | +6.3% | -7.8% | +14.1% | +7.3% |
| 3Y | +31.8% | +41.4% | -9.6% | +20.6% |
| All | +31.8% | +37.4% | -5.6% | +20.6% |
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 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