+261.2%
ARM vs PEP
-5.7%
+266.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.8% |
| 7D | -5.3% | +1.0% | -6.4% | -4.8% |
| 30D | -30.0% | +12.6% | -42.7% | -26.6% |
| 3M | -34.1% | +3.1% | -37.2% | -32.6% |
| 6M | -12.6% | -6.3% | -6.4% | -11.0% |
| YTD | +70.4% | +1.9% | +68.6% | +75.2% |
| 1Y | +22.3% | +3.3% | +19.0% | +25.7% |
| 3Y | +261.2% | -4.8% | +266.0% | +271.0% |
| All | +261.2% | -5.7% | +266.8% | +271.0% |
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