+3.3%
PEP vs ARES
+83.0%
-79.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +6.7% | +4.9% | +1.8% | +6.4% |
| 30D | +13.5% | +13.6% | 0.0% | +12.9% |
| 3M | +3.9% | -3.3% | +7.2% | +4.0% |
| 6M | -6.0% | +11.0% | -17.0% | -6.5% |
| YTD | +2.5% | -14.4% | +16.9% | +3.0% |
| 1Y | +3.9% | -9.1% | +13.1% | +4.1% |
| 3Y | -4.7% | +37.1% | -41.8% | -10.4% |
| All | +3.3% | +83.0% | -79.7% | -9.3% |
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