+38.8%
PYPL vs ARES
+1,006.5%
-967.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.5% |
| 7D | -4.3% | -2.7% | -1.7% | -3.1% |
| 30D | -11.5% | -2.4% | -9.1% | -10.7% |
| 3M | +26.1% | +3.9% | +22.2% | +22.9% |
| 6M | +13.7% | +26.4% | -12.7% | -0.1% |
| YTD | -9.8% | -14.9% | +5.0% | -5.0% |
| 1Y | -22.1% | -20.4% | -1.6% | -15.9% |
| 3Y | -13.5% | +38.8% | -52.3% | -30.9% |
| 5Y | -81.6% | +97.0% | -178.6% | -87.8% |
| 10Y | +38.8% | +999.8% | -961.0% | -43.0% |
| All | +38.8% | +1,006.5% | -967.7% | -43.0% |
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