+193.0%
ARM vs PCG
-21.7%
+214.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.6% |
| 7D | -5.3% | -1.1% | -4.3% | -5.2% |
| 30D | -30.0% | +0.1% | -30.1% | -30.0% |
| 3M | -34.1% | -24.4% | -9.6% | -32.7% |
| 6M | -12.6% | -17.7% | +5.0% | -12.1% |
| YTD | +70.4% | -17.4% | +87.9% | +71.0% |
| 1Y | +22.3% | -19.4% | +41.6% | +23.3% |
| 3Y | +261.2% | -18.6% | +279.8% | +259.0% |
| All | +193.0% | -21.7% | +214.6% | +192.0% |
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