+86.1%
ARM vs PEG
-7.0%
+93.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +3.9% |
| 7D | +5.5% | +0.7% | +4.8% | +5.5% |
| 30D | -8.2% | -2.4% | -5.8% | -8.3% |
| 3M | -35.9% | -4.8% | -31.1% | -36.8% |
| 6M | +103.1% | -10.7% | +113.8% | +102.5% |
| YTD | +130.6% | -6.7% | +137.3% | +126.6% |
| 1Y | +86.1% | -6.8% | +92.9% | +82.7% |
| All | +86.1% | -7.0% | +93.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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