+277.3%
PCAR vs ARES
+1,152.0%
-874.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.1% | +4.5% | -4.5% | -1.2% |
| 30D | -4.6% | +15.7% | -20.3% | -8.5% |
| 3M | -22.6% | -2.0% | -20.6% | -22.4% |
| 6M | -12.0% | +10.4% | -22.4% | -15.0% |
| YTD | -6.1% | -14.2% | +8.1% | -4.0% |
| 1Y | +6.3% | -7.8% | +14.1% | +6.2% |
| 3Y | +31.8% | +41.4% | -9.6% | +13.6% |
| 5Y | +104.2% | +83.7% | +20.5% | +58.4% |
| 10Y | +302.9% | +1,204.1% | -901.2% | +89.3% |
| All | +277.3% | +1,152.0% | -874.7% | +73.5% |
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