+91.1%
PPL vs ARES
+1,196.0%
-1,104.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | -1.7% | +4.3% | +2.9% |
| 30D | +0.5% | +0.3% | +0.2% | +0.3% |
| 3M | +0.7% | +8.5% | -7.8% | -1.1% |
| 6M | -7.6% | +23.5% | -31.1% | -11.7% |
| YTD | +1.8% | -11.2% | +13.0% | +2.7% |
| 1Y | -0.8% | -19.3% | +18.5% | +1.4% |
| 3Y | +56.9% | +48.7% | +8.2% | +37.9% |
| 5Y | +39.5% | +106.5% | -67.0% | +11.3% |
| 10Y | +55.4% | +1,055.3% | -999.9% | -3.2% |
| All | +91.1% | +1,196.0% | -1,104.9% | +19.3% |
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