+185.4%
ARM vs PFG
+68.9%
+116.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -10.4% | +3.0% | -13.3% | -11.9% |
| 30D | -31.8% | +8.2% | -40.0% | -35.0% |
| 3M | -32.2% | +2.7% | -34.9% | -33.7% |
| 6M | -14.9% | +17.2% | -32.1% | -25.2% |
| YTD | +66.0% | +34.8% | +31.3% | +32.5% |
| 1Y | +17.2% | +43.6% | -26.3% | -10.7% |
| 3Y | +247.2% | +85.4% | +161.8% | +107.9% |
| All | +185.4% | +68.9% | +116.5% | +86.8% |
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