+97.6%
PPL vs ARES
+1,149.6%
-1,052.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +1.0% | +4.9% | -3.9% | +0.2% |
| 30D | +6.8% | +13.6% | -6.7% | +4.5% |
| 3M | +3.9% | -3.3% | +7.2% | +4.2% |
| 6M | -2.0% | +11.0% | -13.0% | -4.3% |
| YTD | +5.3% | -14.4% | +19.7% | +6.6% |
| 1Y | +2.2% | -9.1% | +11.3% | +2.1% |
| 3Y | +56.7% | +37.1% | +19.6% | +39.8% |
| 5Y | +49.1% | +83.3% | -34.2% | +21.7% |
| 10Y | +63.6% | +1,201.6% | -1,137.9% | +2.0% |
| All | +97.6% | +1,149.6% | -1,052.0% | +23.9% |
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 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