-39.3%
ARM vs PCG
-23.5%
-15.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.3% | -11.8% | -13.0% |
| 7D | -27.1% | 0.0% | -27.1% | -27.1% |
| 30D | -44.9% | +5.8% | -50.7% | -45.1% |
| 3M | -39.3% | -22.8% | -16.5% | -39.6% |
| All | -39.3% | -23.5% | -15.8% | -39.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling