+214.2%
ARM vs PEG
+34.7%
+179.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | +19.8% | +2.3% | +17.5% | +19.0% |
| 30D | -21.8% | +6.1% | -27.9% | -23.4% |
| 3M | -26.5% | -0.5% | -26.0% | -26.5% |
| 6M | -3.9% | -3.2% | -0.8% | -3.8% |
| YTD | +82.8% | -4.4% | +87.2% | +83.2% |
| 1Y | +34.3% | -7.4% | +41.7% | +36.6% |
| 3Y | +282.2% | +33.9% | +248.3% | +268.6% |
| All | +214.2% | +34.7% | +179.5% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling