Stock and ETF performance explorer

ARM vs PCG

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	PCG	Excess	Alpha
1D	-13.1%	-1.3%	-11.8%	N/A
7D	-27.1%	0.0%	-27.1%	N/A
All	-27.1%	-0.7%	-26.4%	N/A

Daily percentage return beside PCG.

Portfolio return minus PCG return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.