-18.4%
PDD vs ARES
+81.3%
-99.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -0.5% |
| 7D | -7.6% | -0.3% | -7.3% | -7.6% |
| 30D | -5.4% | +15.3% | -20.7% | -11.2% |
| 3M | -12.9% | -5.4% | -7.6% | -11.6% |
| 6M | -19.0% | +10.0% | -29.0% | -24.1% |
| YTD | -31.6% | -14.7% | -16.9% | -29.0% |
| 1Y | -43.0% | -9.7% | -33.3% | -42.8% |
| 3Y | -28.9% | +35.8% | -64.7% | -53.0% |
| 5Y | -18.4% | +80.9% | -99.3% | -60.0% |
| All | -18.4% | +81.3% | -99.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling