+19.3%
ARM vs PFG
+46.8%
-27.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -6.4% |
| 7D | -18.7% | +4.9% | -23.6% | -19.8% |
| 30D | -36.7% | +5.7% | -42.3% | -37.7% |
| 3M | -31.6% | +2.6% | -34.2% | -32.5% |
| 6M | -5.6% | +19.8% | -25.4% | -16.9% |
| YTD | +75.5% | +36.3% | +39.2% | +42.0% |
| 1Y | +19.3% | +47.9% | -28.6% | -4.3% |
| All | +19.3% | +46.8% | -27.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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