+48.5%
PPL vs ARES
+83.4%
-34.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.4% | +4.5% | -4.1% | -0.1% |
| 30D | +5.4% | +15.7% | -10.3% | +3.8% |
| 3M | +4.3% | -2.0% | +6.3% | +4.3% |
| 6M | -1.3% | +10.4% | -11.7% | -2.7% |
| YTD | +4.7% | -14.2% | +18.9% | +6.2% |
| 1Y | +1.3% | -7.8% | +9.0% | +1.4% |
| 3Y | +57.2% | +41.4% | +15.8% | +40.7% |
| All | +48.5% | +83.4% | -34.9% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling