+293.4%
ARM vs PCG
-20.2%
+313.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.0% | +12.1% |
| 7D | +6.0% | -2.2% | +8.3% | +6.2% |
| 30D | -20.3% | -0.5% | -19.9% | -20.3% |
| 3M | -24.4% | -24.0% | -0.4% | -23.1% |
| 6M | -4.4% | -18.6% | +14.2% | -3.7% |
| YTD | +86.0% | -17.7% | +103.7% | +86.5% |
| 1Y | +35.8% | -20.0% | +55.8% | +37.0% |
| All | +293.4% | -20.2% | +313.6% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling