+1,684.5%
PLTR vs ARES
+300.4%
+1,384.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.7% |
| 7D | 0.0% | -2.7% | +2.7% | +2.1% |
| 30D | -3.3% | -2.4% | -0.9% | -1.6% |
| 3M | +28.4% | +3.9% | +24.4% | +24.2% |
| 6M | +8.4% | +26.4% | -18.0% | -10.7% |
| YTD | -4.6% | -14.9% | +10.3% | +2.4% |
| 1Y | +4.4% | -20.4% | +24.8% | +16.7% |
| 3Y | +1,020.5% | +38.8% | +981.7% | +700.4% |
| 5Y | +548.8% | +97.0% | +451.8% | +242.9% |
| All | +1,684.5% | +300.4% | +1,384.1% | +1,065.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling