-5.6%
ARM vs PCG
-17.2%
+11.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.2% |
| 7D | -18.7% | +1.9% | -20.6% | -18.5% |
| 30D | -36.7% | +8.5% | -45.2% | -36.1% |
| 3M | -31.6% | -22.9% | -8.7% | -34.4% |
| 6M | -5.6% | -16.8% | +11.1% | -1.4% |
| All | -5.6% | -17.2% | +11.6% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling