-77.6%
PCG vs ARES
+1,191.6%
-1,269.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.6% | +4.5% | -6.1% | -2.8% |
| 30D | +1.4% | +15.7% | -14.3% | -2.7% |
| 3M | -23.4% | -2.0% | -21.4% | -23.3% |
| 6M | -19.4% | +10.4% | -29.8% | -22.6% |
| YTD | -18.5% | -14.2% | -4.3% | -16.9% |
| 1Y | -19.5% | -7.8% | -11.8% | -20.1% |
| 3Y | -21.0% | +41.4% | -62.4% | -34.7% |
| 5Y | +13.7% | +83.7% | -69.9% | -17.5% |
| All | -77.6% | +1,191.6% | -1,269.2% | -89.1% |
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