+135.6%
PEP vs ARES
+1,196.0%
-1,060.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | +0.2% | +0.3% | 0.0% | +0.2% |
| 3M | -1.1% | +8.5% | -9.6% | -2.3% |
| 6M | -13.5% | +23.5% | -37.0% | -16.2% |
| YTD | -1.2% | -11.2% | +10.0% | -0.6% |
| 1Y | -1.6% | -19.3% | +17.7% | +0.1% |
| 3Y | -12.5% | +48.7% | -61.2% | -21.2% |
| 5Y | +3.0% | +106.5% | -103.5% | -14.4% |
| 10Y | +73.9% | +1,055.3% | -981.4% | +14.6% |
| All | +135.6% | +1,196.0% | -1,060.4% | +52.0% |
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 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