+73.4%
PGR vs ARES
+35.4%
+38.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.6% | -6.1% | +5.5% | -0.4% |
| 30D | +4.9% | -7.5% | +12.5% | +5.3% |
| 3M | +7.6% | +0.1% | +7.5% | +7.6% |
| 6M | +8.3% | +30.3% | -22.0% | +6.1% |
| YTD | +1.7% | -16.6% | +18.3% | +3.2% |
| 1Y | -6.8% | -26.1% | +19.3% | -4.6% |
| 3Y | +73.4% | +36.4% | +37.0% | +72.6% |
| All | +73.4% | +35.4% | +38.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling