-21.5%
PFE vs ARES
+83.4%
-104.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.7% | +4.5% | -8.3% | -4.2% |
| 30D | +5.0% | +15.7% | -10.8% | +3.3% |
| 3M | +12.2% | -2.0% | +14.2% | +12.3% |
| 6M | +14.6% | +10.4% | +4.2% | +13.0% |
| YTD | +24.1% | -14.2% | +38.4% | +25.1% |
| 1Y | +26.6% | -7.8% | +34.3% | +26.5% |
| 3Y | +14.3% | +41.4% | -27.1% | +6.9% |
| All | -21.5% | +83.4% | -104.8% | -36.7% |
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