+198.6%
PM vs ARES
+1,045.9%
-847.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.6% | +1.3% | -3.8% | -2.8% |
| 3M | +5.8% | +10.4% | -4.6% | +3.6% |
| 6M | +10.6% | +29.0% | -18.5% | +4.7% |
| YTD | +17.2% | -12.2% | +29.4% | +18.4% |
| 1Y | +17.6% | -18.4% | +36.1% | +20.2% |
| 3Y | +124.3% | +43.2% | +81.1% | +96.0% |
| 5Y | +125.1% | +102.6% | +22.5% | +75.3% |
| 10Y | +198.6% | +1,029.6% | -831.0% | +67.4% |
| All | +198.6% | +1,045.9% | -847.3% | +67.4% |
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 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