+67.9%
PPL vs ARES
+1,112.4%
-1,044.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | +2.6% | +19.7% | -17.0% | -0.9% |
| 3M | +0.8% | -9.0% | +9.8% | +2.3% |
| 6M | +1.4% | +11.5% | -10.1% | -1.5% |
| YTD | +4.3% | -13.8% | +18.1% | +5.7% |
| 1Y | +0.8% | -5.6% | +6.3% | -0.1% |
| 3Y | +57.9% | +36.1% | +21.8% | +37.3% |
| 5Y | +48.3% | +82.7% | -34.4% | +15.3% |
| All | +67.9% | +1,112.4% | -1,044.6% | -7.9% |
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 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