+10.3%
ARM vs PEG
-6.5%
+16.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.6% |
| 7D | -15.2% | -2.3% | -13.0% | -15.6% |
| 30D | -40.7% | +1.2% | -41.9% | -40.4% |
| 3M | -39.1% | -2.4% | -36.7% | -39.5% |
| 6M | -26.4% | -6.9% | -19.6% | -28.2% |
| YTD | +59.7% | -7.2% | +67.0% | +55.0% |
| 1Y | +10.3% | -8.9% | +19.2% | +8.1% |
| All | +10.3% | -6.5% | +16.8% | +8.1% |
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