-39.3%
ARM vs PFG
-2.0%
-37.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.8% | -9.2% | -12.1% |
| 7D | -27.1% | -0.7% | -26.4% | -26.0% |
| 30D | -44.9% | +2.8% | -47.7% | -44.0% |
| 3M | -39.3% | -1.0% | -38.3% | -39.4% |
| All | -39.3% | -2.0% | -37.3% | -39.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling