+199.6%
ARM vs PFG
+65.4%
+134.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | +9.1% | +2.4% | +6.7% | +7.5% |
| 30D | -19.9% | +5.9% | -25.8% | -22.7% |
| 3M | -31.6% | -0.4% | -31.2% | -31.8% |
| 6M | -13.9% | +14.8% | -28.7% | -23.4% |
| YTD | +74.3% | +31.9% | +42.4% | +40.8% |
| 1Y | +35.8% | +38.8% | -3.0% | +5.6% |
| 3Y | +268.6% | +82.4% | +186.2% | +122.5% |
| All | +199.6% | +65.4% | +134.3% | +98.5% |
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