+841.6%
PH vs ARES
+1,196.0%
-354.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.4% |
| 30D | -3.2% | +0.3% | -3.5% | -3.6% |
| 3M | +10.6% | +8.5% | +2.1% | +5.9% |
| 6M | -2.1% | +23.5% | -25.6% | -12.5% |
| YTD | +10.2% | -11.2% | +21.4% | +11.9% |
| 1Y | +28.2% | -19.3% | +47.5% | +34.7% |
| 3Y | +134.9% | +48.7% | +86.2% | +86.4% |
| 5Y | +253.6% | +106.5% | +147.1% | +136.3% |
| 10Y | +804.7% | +1,055.3% | -250.6% | +250.1% |
| All | +841.6% | +1,196.0% | -354.4% | +249.4% |
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