+296.4%
ARM vs PBF
+49.2%
+247.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.0% |
| 7D | +5.5% | +4.3% | +1.2% | +5.1% |
| 30D | -8.2% | +22.0% | -30.2% | -10.0% |
| 3M | -35.9% | +74.5% | -110.4% | -39.6% |
| 6M | +103.1% | +67.7% | +35.4% | +89.0% |
| YTD | +130.6% | +179.2% | -48.6% | +90.2% |
| 1Y | +86.1% | +170.0% | -83.9% | +52.0% |
| All | +296.4% | +49.2% | +247.2% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling