+261.2%
ARM vs PFG
+84.7%
+176.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.6% | +4.2% |
| 7D | -5.3% | +2.3% | -7.6% | -6.5% |
| 30D | -30.0% | +7.6% | -37.6% | -32.9% |
| 3M | -34.1% | +2.5% | -36.6% | -35.4% |
| 6M | -12.6% | +16.6% | -29.3% | -22.8% |
| YTD | +70.4% | +34.1% | +36.4% | +37.0% |
| 1Y | +22.3% | +44.1% | -21.8% | -6.7% |
| 3Y | +261.2% | +86.3% | +174.9% | +131.0% |
| All | +261.2% | +84.7% | +176.5% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling