+296.4%
ARM vs PCG
-15.1%
+311.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +3.7% |
| 7D | +5.5% | -13.9% | +19.3% | +6.4% |
| 30D | -8.2% | -16.9% | +8.7% | -6.9% |
| 3M | -35.9% | -14.7% | -21.2% | -35.4% |
| 6M | +103.1% | -23.8% | +126.9% | +108.6% |
| YTD | +130.6% | -10.5% | +141.1% | +130.2% |
| 1Y | +86.1% | -5.1% | +91.2% | +83.8% |
| All | +296.4% | -15.1% | +311.5% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling