+10.3%
ARM vs PCG
-20.1%
+30.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +4.6% |
| 7D | -15.2% | -1.6% | -13.6% | -15.3% |
| 30D | -40.7% | +1.4% | -42.1% | -40.6% |
| 3M | -39.1% | -23.4% | -15.7% | -40.3% |
| 6M | -26.4% | -19.4% | -7.0% | -27.1% |
| YTD | +59.7% | -18.5% | +78.2% | +59.1% |
| 1Y | +10.3% | -19.5% | +29.9% | +12.7% |
| All | +10.3% | -20.1% | +30.5% | +12.7% |
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