+162.2%
ARM vs PENG
+55.0%
+107.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -23.0% | +9.9% | -2.2% |
| 7D | -27.1% | -36.7% | +9.6% | -10.4% |
| 30D | -44.9% | -42.0% | -2.9% | -30.7% |
| 3M | -39.3% | -33.2% | -6.1% | -28.9% |
| 6M | -20.2% | +2.1% | -22.3% | -27.2% |
| YTD | +52.5% | +90.3% | -37.8% | +2.1% |
| 1Y | +4.1% | +67.7% | -63.6% | -26.4% |
| 3Y | +211.7% | +154.2% | +57.4% | +94.1% |
| All | +162.2% | +55.0% | +107.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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