+324.8%
PM vs ARES
+1,152.0%
-827.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.2% | +4.5% | -9.8% | -5.9% |
| 30D | +2.7% | +15.7% | -13.1% | +0.3% |
| 3M | +6.1% | -2.0% | +8.1% | +6.2% |
| 6M | +18.0% | +10.4% | +7.6% | +15.4% |
| YTD | +26.6% | -14.2% | +40.8% | +28.1% |
| 1Y | +36.7% | -7.8% | +44.4% | +36.4% |
| 3Y | +146.0% | +41.4% | +104.6% | +119.1% |
| 5Y | +164.1% | +83.7% | +80.4% | +117.3% |
| 10Y | +238.8% | +1,204.1% | -965.3% | +103.2% |
| All | +324.8% | +1,152.0% | -827.2% | +153.5% |
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