-1.4%
PPL vs ARES
-10.4%
+9.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.6% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +1.7% | +15.3% | -13.6% | +2.2% |
| 3M | +0.1% | -5.4% | +5.5% | -0.2% |
| 6M | -1.5% | +10.0% | -11.6% | -0.8% |
| YTD | +3.0% | -14.7% | +17.6% | +3.1% |
| 1Y | -1.4% | -9.7% | +8.2% | -1.7% |
| All | -1.4% | -10.4% | +9.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling