+267.6%
PM vs ARES
+1,142.0%
-874.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -7.1% | +0.8% | -7.8% | -7.2% |
| 30D | -2.8% | +16.7% | -19.5% | -5.5% |
| 3M | +6.3% | -2.6% | +9.0% | +6.6% |
| 6M | +9.6% | +13.0% | -3.3% | +6.5% |
| YTD | +25.6% | -11.7% | +37.3% | +26.7% |
| 1Y | +29.7% | -6.7% | +36.3% | +29.1% |
| 3Y | +147.6% | +40.5% | +107.1% | +115.9% |
| 5Y | +160.1% | +88.2% | +71.9% | +104.3% |
| All | +267.6% | +1,142.0% | -874.4% | +89.3% |
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