+20.3%
ARM vs PFG
+43.7%
-23.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.6% | +5.1% |
| 7D | -5.3% | +2.3% | -7.6% | -5.8% |
| 30D | -30.0% | +7.6% | -37.6% | -31.5% |
| 3M | -34.1% | +2.5% | -36.6% | -34.9% |
| 6M | -12.6% | +16.6% | -29.3% | -22.3% |
| YTD | +70.4% | +34.1% | +36.4% | +38.1% |
| All | +20.3% | +43.7% | -23.4% | -3.7% |
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 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