+144.3%
PEP vs ARES
+1,149.6%
-1,005.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +6.7% | +4.9% | +1.8% | +6.0% |
| 30D | +13.5% | +13.6% | 0.0% | +11.8% |
| 3M | +3.9% | -3.3% | +7.2% | +4.2% |
| 6M | -6.0% | +11.0% | -17.0% | -7.5% |
| YTD | +2.5% | -14.4% | +16.9% | +3.5% |
| 1Y | +3.9% | -9.1% | +13.1% | +4.0% |
| 3Y | -4.7% | +37.1% | -41.8% | -13.0% |
| 5Y | +1.1% | +83.3% | -82.2% | -14.4% |
| 10Y | +83.8% | +1,201.6% | -1,117.7% | +21.0% |
| All | +144.3% | +1,149.6% | -1,005.3% | +58.2% |
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