+86.1%
ARM vs PCG
-6.6%
+92.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +3.9% |
| 7D | +5.5% | -13.9% | +19.3% | +5.2% |
| 30D | -8.2% | -16.9% | +8.7% | -8.0% |
| 3M | -35.9% | -14.7% | -21.2% | -35.8% |
| 6M | +103.1% | -23.8% | +126.9% | +108.5% |
| YTD | +130.6% | -10.5% | +141.1% | +127.7% |
| 1Y | +86.1% | -5.1% | +91.2% | +79.4% |
| All | +86.1% | -6.6% | +92.7% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling