+145.8%
PG vs ARES
+1,142.5%
-996.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -3.1% |
| 30D | -2.6% | -2.4% | -0.2% | -2.4% |
| 3M | -3.3% | +3.9% | -7.3% | -3.9% |
| 6M | -6.7% | +26.4% | -33.1% | -9.3% |
| YTD | +1.7% | -14.9% | +16.6% | +2.7% |
| 1Y | -7.9% | -20.4% | +12.5% | -6.5% |
| 3Y | +0.9% | +38.8% | -37.8% | -6.7% |
| 5Y | +12.6% | +97.0% | -84.3% | -3.0% |
| 10Y | +117.2% | +999.8% | -882.6% | +53.3% |
| All | +145.8% | +1,142.5% | -996.7% | +68.8% |
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