+219.8%
ARM vs PFG
+67.0%
+152.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.1% | +13.2% | +12.7% |
| 7D | +6.0% | -2.2% | +8.3% | +7.7% |
| 30D | -20.3% | +6.4% | -26.7% | -23.3% |
| 3M | -24.4% | +2.2% | -26.6% | -25.9% |
| 6M | -4.4% | +16.3% | -20.6% | -15.6% |
| YTD | +86.0% | +33.2% | +52.8% | +49.4% |
| 1Y | +35.8% | +40.6% | -4.8% | +4.8% |
| 3Y | +289.1% | +83.3% | +205.7% | +134.3% |
| All | +219.8% | +67.0% | +152.8% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling