+146.0%
PM vs ARES
+37.4%
+108.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.2% | +4.5% | -9.8% | -5.3% |
| 30D | +2.7% | +15.7% | -13.1% | +2.5% |
| 3M | +6.1% | -2.0% | +8.1% | +6.2% |
| 6M | +18.0% | +10.4% | +7.6% | +17.8% |
| YTD | +26.6% | -14.2% | +40.8% | +27.2% |
| 1Y | +36.7% | -7.8% | +44.4% | +36.9% |
| 3Y | +146.0% | +41.4% | +104.6% | +139.0% |
| All | +146.0% | +37.4% | +108.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling