+193.0%
ARM vs PBF
+39.6%
+153.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +6.4% |
| 7D | -5.3% | -7.4% | +2.0% | -4.6% |
| 30D | -30.0% | -17.5% | -12.6% | -28.9% |
| 3M | -34.1% | +13.1% | -47.2% | -35.0% |
| 6M | -12.6% | +72.6% | -85.3% | -18.2% |
| YTD | +70.4% | +161.2% | -90.8% | +41.1% |
| 1Y | +22.3% | +93.3% | -71.1% | +8.1% |
| 3Y | +261.2% | +80.7% | +180.5% | +184.0% |
| All | +193.0% | +39.6% | +153.4% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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