+214.0%
ARM vs PEP
-3.9%
+217.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.2% | -13.3% | -13.0% |
| 7D | -27.1% | +6.7% | -33.8% | -25.1% |
| 30D | -44.9% | +13.5% | -58.4% | -42.0% |
| 3M | -39.3% | +3.9% | -43.2% | -37.7% |
| 6M | -20.2% | -6.0% | -14.2% | -18.5% |
| YTD | +52.5% | +2.5% | +50.1% | +57.1% |
| 1Y | +4.1% | +3.9% | +0.1% | +7.2% |
| All | +214.0% | -3.9% | +217.9% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling