+51.4%
PYPL vs ARES
+1,066.8%
-1,015.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.6% |
| 7D | +2.7% | -1.7% | +4.3% | +3.4% |
| 30D | -4.9% | +0.3% | -5.2% | -5.2% |
| 3M | +28.9% | +8.5% | +20.4% | +23.5% |
| 6M | +18.2% | +23.5% | -5.2% | +5.9% |
| YTD | -5.0% | -11.2% | +6.2% | -2.0% |
| 1Y | -18.8% | -19.3% | +0.5% | -13.3% |
| 3Y | -12.6% | +48.7% | -61.2% | -30.7% |
| 5Y | -80.8% | +106.5% | -187.3% | -87.0% |
| 10Y | +49.9% | +1,055.3% | -1,005.4% | -36.4% |
| All | +51.4% | +1,066.8% | -1,015.5% | -34.8% |
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