+1,681.1%
PLTR vs ARES
+320.4%
+1,360.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +2.6% |
| 7D | -5.1% | +5.0% | -10.1% | -8.4% |
| 30D | -19.1% | +19.1% | -38.1% | -28.8% |
| 3M | -1.6% | +3.1% | -4.7% | -4.5% |
| 6M | +22.8% | +12.9% | +9.9% | +10.7% |
| YTD | -4.8% | -10.7% | +5.8% | -2.1% |
| 1Y | -4.9% | -5.5% | +0.6% | -6.9% |
| 3Y | +826.1% | +45.0% | +781.1% | +533.9% |
| 5Y | +597.7% | +87.4% | +510.3% | +260.8% |
| All | +1,681.1% | +320.4% | +1,360.7% | +1,013.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling