+21.1%
PFE vs ARES
-18.8%
+39.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | +3.8% | +1.3% | +2.6% | +3.7% |
| 3M | +10.4% | +10.4% | 0.0% | +9.3% |
| 6M | +6.3% | +29.0% | -22.8% | +3.2% |
| YTD | +17.4% | -12.2% | +29.6% | +17.4% |
| 1Y | +21.1% | -18.4% | +39.6% | +18.5% |
| All | +21.1% | -18.8% | +39.9% | +18.5% |
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