+296.4%
ARM vs PEP
-14.8%
+311.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.8% |
| 7D | +5.5% | -1.4% | +6.9% | +5.1% |
| 30D | -8.2% | +0.2% | -8.4% | -8.1% |
| 3M | -35.9% | -1.1% | -34.8% | -35.8% |
| 6M | +103.1% | -13.5% | +116.6% | +103.5% |
| YTD | +130.6% | -1.2% | +131.8% | +131.0% |
| 1Y | +86.1% | -1.6% | +87.6% | +86.3% |
| All | +296.4% | -14.8% | +311.2% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling