+67.4%
PFE vs ARES
+1,196.0%
-1,128.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +1.8% | -1.7% | +3.4% | +2.0% |
| 30D | +10.2% | +0.3% | +10.0% | +10.1% |
| 3M | +12.7% | +8.5% | +4.2% | +11.0% |
| 6M | +10.5% | +23.5% | -12.9% | +6.4% |
| YTD | +20.2% | -11.2% | +31.4% | +21.1% |
| 1Y | +24.1% | -19.3% | +43.3% | +26.5% |
| 3Y | -3.6% | +48.7% | -52.2% | -12.6% |
| 5Y | -20.9% | +106.5% | -127.4% | -33.8% |
| 10Y | +35.8% | +1,055.3% | -1,019.5% | -13.8% |
| All | +67.4% | +1,196.0% | -1,128.5% | +4.1% |
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