+375.3%
PSX vs ARES
+1,196.0%
-820.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +4.5% | -1.7% | +6.2% | +5.0% |
| 30D | +26.6% | +0.3% | +26.3% | +26.3% |
| 3M | +39.3% | +8.5% | +30.8% | +34.9% |
| 6M | +56.8% | +23.5% | +33.3% | +44.5% |
| YTD | +101.8% | -11.2% | +113.0% | +104.2% |
| 1Y | +99.6% | -19.3% | +118.9% | +106.7% |
| 3Y | +140.3% | +48.7% | +91.7% | +101.5% |
| 5Y | +339.3% | +106.5% | +232.8% | +220.5% |
| 10Y | +369.9% | +1,055.3% | -685.5% | +121.1% |
| All | +375.3% | +1,196.0% | -820.7% | +111.5% |
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