+288.5%
PM vs ARES
+1,196.0%
-907.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.6% |
| 30D | -3.4% | +0.3% | -3.7% | -3.5% |
| 3M | +5.2% | +8.5% | -3.3% | +3.5% |
| 6M | +3.7% | +23.5% | -19.8% | -0.6% |
| YTD | +15.8% | -11.2% | +27.0% | +16.7% |
| 1Y | +17.4% | -19.3% | +36.7% | +19.9% |
| 3Y | +116.9% | +48.7% | +68.3% | +91.7% |
| 5Y | +117.3% | +106.5% | +10.8% | +74.7% |
| 10Y | +193.8% | +1,055.3% | -861.6% | +76.9% |
| All | +288.5% | +1,196.0% | -907.5% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling