-76.0%
PCG vs ARES
+1,044.0%
-1,119.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | -1.7% | -12.2% | -13.5% |
| 30D | -16.9% | +0.3% | -17.1% | -17.1% |
| 3M | -14.7% | +8.5% | -23.2% | -17.3% |
| 6M | -23.8% | +23.5% | -47.3% | -29.4% |
| YTD | -10.5% | -11.2% | +0.7% | -9.5% |
| 1Y | -5.1% | -19.3% | +14.2% | -1.8% |
| 3Y | -11.6% | +48.7% | -60.3% | -27.6% |
| 5Y | +59.0% | +106.5% | -47.5% | +11.9% |
| All | -76.0% | +1,044.0% | -1,119.9% | -88.3% |
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