+361.3%
PCAR vs ARES
+1,196.0%
-834.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | -6.2% | +0.3% | -6.5% | -6.4% |
| 3M | +5.9% | +8.5% | -2.6% | +3.0% |
| 6M | +0.4% | +23.5% | -23.1% | -6.6% |
| YTD | +14.8% | -11.2% | +26.0% | +16.5% |
| 1Y | +30.1% | -19.3% | +49.4% | +35.2% |
| 3Y | +66.7% | +48.7% | +18.0% | +41.9% |
| 5Y | +166.1% | +106.5% | +59.6% | +99.9% |
| 10Y | +353.7% | +1,055.3% | -701.7% | +116.8% |
| All | +361.3% | +1,196.0% | -834.6% | +110.6% |
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 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