+174.6%
ARM vs PFG
+61.5%
+113.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.8% |
| 7D | -15.2% | -0.6% | -14.6% | -14.8% |
| 30D | -40.7% | +2.0% | -42.7% | -41.4% |
| 3M | -39.1% | -3.2% | -35.9% | -38.2% |
| 6M | -26.4% | +10.9% | -37.3% | -33.0% |
| YTD | +59.7% | +28.8% | +30.9% | +31.0% |
| 1Y | +10.3% | +39.2% | -28.8% | -14.5% |
| 3Y | +228.9% | +75.0% | +153.8% | +104.3% |
| All | +174.6% | +61.5% | +113.1% | +84.7% |
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