+1,844.9%
PWR vs ARES
+1,100.6%
+744.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.0% |
| 7D | +19.1% | -0.3% | +19.4% | +19.3% |
| 30D | -12.0% | +15.3% | -27.3% | -17.5% |
| 3M | -10.6% | -5.4% | -5.2% | -9.5% |
| 6M | -20.8% | +10.0% | -30.8% | -25.4% |
| YTD | +43.7% | -14.7% | +58.4% | +47.0% |
| 1Y | +35.0% | -9.7% | +44.7% | +34.3% |
| 3Y | +249.4% | +35.8% | +213.6% | +184.4% |
| 5Y | +422.1% | +80.9% | +341.2% | +260.7% |
| All | +1,844.9% | +1,100.6% | +744.4% | +635.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling