+75.7%
PEP vs ARES
+971.5%
-895.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -1.4% | -7.7% | +6.3% | -0.3% |
| 30D | -0.2% | -8.7% | +8.5% | +0.9% |
| 3M | -4.3% | +2.8% | -7.1% | -4.9% |
| 6M | -13.2% | +23.1% | -36.3% | -16.1% |
| YTD | -1.9% | -17.3% | +15.4% | -0.3% |
| 1Y | -0.3% | -24.3% | +24.0% | +2.4% |
| 3Y | -13.6% | +34.9% | -48.5% | -22.2% |
| 5Y | +3.4% | +93.5% | -90.1% | -16.0% |
| All | +75.7% | +971.5% | -895.8% | +11.6% |
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 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