+4.1%
ARM vs PCG
-17.3%
+21.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.3% | -11.8% | -13.1% |
| 7D | -27.1% | 0.0% | -27.1% | -27.1% |
| 30D | -44.9% | +5.8% | -50.7% | -44.7% |
| 3M | -39.3% | -22.8% | -16.5% | -40.7% |
| 6M | -20.2% | -18.4% | -1.8% | -20.9% |
| YTD | +52.5% | -16.9% | +69.4% | +52.1% |
| 1Y | +4.1% | -17.6% | +21.7% | +6.4% |
| All | +4.1% | -17.3% | +21.3% | +6.4% |
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