+185.4%
ARM vs PBR
+71.4%
+114.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -10.4% | -13.3% | +2.9% | -8.7% |
| 30D | -31.8% | -27.7% | -4.1% | -29.6% |
| 3M | -32.2% | +2.7% | -34.9% | -34.4% |
| 6M | -14.9% | -6.7% | -8.2% | -16.1% |
| YTD | +66.0% | +60.9% | +5.1% | +32.4% |
| 1Y | +17.2% | +46.6% | -29.4% | -3.3% |
| 3Y | +247.2% | +69.1% | +178.2% | +168.1% |
| All | +185.4% | +71.4% | +114.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling