+199.6%
ARM vs PBF
+43.7%
+155.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | +9.1% | +6.5% | +2.7% | +8.5% |
| 30D | -19.9% | -20.0% | 0.0% | -18.5% |
| 3M | -31.6% | -3.3% | -28.3% | -31.6% |
| 6M | -13.9% | +76.8% | -90.7% | -19.5% |
| YTD | +74.3% | +168.9% | -94.6% | +43.9% |
| 1Y | +35.8% | +96.4% | -60.6% | +20.1% |
| 3Y | +268.6% | +77.2% | +191.4% | +193.4% |
| All | +199.6% | +43.7% | +155.9% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling