+3.5%
PEP vs ARES
-6.7%
+10.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.4% |
| 7D | +1.0% | +5.0% | -3.9% | +1.0% |
| 30D | +12.6% | +19.1% | -6.4% | +12.8% |
| 3M | +3.1% | +3.1% | +0.1% | +2.9% |
| 6M | -6.3% | +12.9% | -19.1% | -5.9% |
| YTD | +1.9% | -10.7% | +12.5% | -1.2% |
| All | +3.5% | -6.7% | +10.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling