+315.5%
ARM vs PBR
+96.3%
+219.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +12.5% | +0.3% | +12.2% | +12.4% |
| 30D | -1.4% | +17.5% | -18.9% | -4.4% |
| 3M | -18.7% | +20.9% | -39.6% | -22.0% |
| 6M | +124.6% | +20.2% | +104.4% | +110.9% |
| YTD | +141.7% | +84.3% | +57.4% | +92.8% |
| 1Y | +87.7% | +77.1% | +10.6% | +51.4% |
| All | +315.5% | +96.3% | +219.3% | +217.2% |
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