+86.1%
ARM vs PEP
-4.0%
+90.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +2.5% |
| 7D | +5.5% | -2.4% | +7.9% | +3.3% |
| 30D | -8.2% | -0.8% | -7.4% | -8.6% |
| 3M | -35.9% | -2.2% | -33.8% | -35.9% |
| 6M | +103.1% | -14.4% | +117.5% | +94.7% |
| YTD | +130.6% | -2.2% | +132.8% | +138.6% |
| 1Y | +86.1% | -2.6% | +88.7% | +95.6% |
| All | +86.1% | -4.0% | +90.1% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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