+296.4%
ARM vs PFG
+69.9%
+226.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.9% |
| 7D | +5.5% | +5.5% | -0.1% | +1.7% |
| 30D | -8.2% | +2.4% | -10.6% | -9.7% |
| 3M | -35.9% | +13.6% | -49.5% | -42.1% |
| 6M | +103.1% | +27.9% | +75.2% | +69.2% |
| YTD | +130.6% | +35.6% | +95.1% | +83.8% |
| 1Y | +86.1% | +48.5% | +37.6% | +38.2% |
| All | +296.4% | +69.9% | +226.5% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling