-65.9%
PCG vs ARES
+1,202.8%
-1,268.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +8.1% | -8.6% | -2.3% |
| 30D | +0.8% | +18.9% | -18.2% | -3.4% |
| 3M | -22.0% | +2.3% | -24.4% | -22.8% |
| 6M | -17.1% | +12.7% | -29.8% | -20.3% |
| YTD | -16.9% | -10.8% | -6.1% | -16.3% |
| 1Y | -19.1% | -5.3% | -13.7% | -20.0% |
| 3Y | -19.4% | +42.0% | -61.5% | -30.9% |
| 5Y | +9.0% | +88.3% | -79.3% | -16.3% |
| 10Y | -76.2% | +1,148.2% | -1,224.4% | -86.7% |
| All | -65.9% | +1,202.8% | -1,268.6% | -80.8% |
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