+17.2%
ARM vs PBF
+82.1%
-64.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.7% | -3.1% |
| 7D | -10.4% | -15.3% | +4.9% | -12.0% |
| 30D | -31.8% | -21.8% | -10.1% | -33.7% |
| 3M | -32.2% | -0.2% | -32.0% | -31.2% |
| 6M | -14.9% | +63.6% | -78.5% | -3.9% |
| YTD | +66.0% | +147.5% | -81.5% | +71.8% |
| 1Y | +17.2% | +69.8% | -52.6% | +26.2% |
| All | +17.2% | +82.1% | -64.9% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling