+261.2%
ARM vs PBF
+71.7%
+189.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.7% | +1.4% | -4.8% |
| 7D | -18.7% | -0.9% | -17.8% | -18.6% |
| 30D | -36.7% | -13.7% | -23.0% | -36.0% |
| 3M | -31.6% | +10.6% | -42.3% | -32.4% |
| 6M | -5.6% | +61.2% | -66.8% | -10.4% |
| YTD | +75.5% | +172.7% | -97.3% | +45.8% |
| 1Y | +19.3% | +111.0% | -91.7% | +4.6% |
| All | +261.2% | +71.7% | +189.6% | +189.8% |
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