+293.4%
ARM vs PEG
+33.3%
+260.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.5% | +12.6% | +12.2% |
| 7D | +6.0% | +1.5% | +4.6% | +5.6% |
| 30D | -20.3% | +5.0% | -25.3% | -21.6% |
| 3M | -24.4% | -0.3% | -24.1% | -24.4% |
| 6M | -4.4% | -2.7% | -1.7% | -4.6% |
| YTD | +86.0% | -5.1% | +91.1% | +86.7% |
| 1Y | +35.8% | -8.3% | +44.1% | +38.4% |
| All | +293.4% | +33.3% | +260.1% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling