+10.3%
ARM vs PBF
+94.2%
-83.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.6% |
| 7D | -15.2% | -13.8% | -1.5% | -16.6% |
| 30D | -40.7% | -19.6% | -21.1% | -42.0% |
| 3M | -39.1% | +10.3% | -49.3% | -37.2% |
| 6M | -26.4% | +63.4% | -89.9% | -17.3% |
| YTD | +59.7% | +152.6% | -92.9% | +64.1% |
| 1Y | +10.3% | +87.4% | -77.0% | +18.2% |
| All | +10.3% | +94.2% | -83.8% | +18.2% |
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