+214.2%
ARM vs PCG
-22.7%
+236.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +19.8% | -2.0% | +21.8% | +20.0% |
| 30D | -21.8% | -2.7% | -19.1% | -21.6% |
| 3M | -26.5% | -25.1% | -1.4% | -25.0% |
| 6M | -3.9% | -22.3% | +18.4% | -2.5% |
| YTD | +82.8% | -18.5% | +101.3% | +83.5% |
| 1Y | +34.3% | -21.8% | +56.1% | +36.1% |
| 3Y | +282.2% | -21.0% | +303.2% | +282.1% |
| All | +214.2% | -22.7% | +236.9% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling