+17.2%
ARM vs PFGC
+11.2%
+6.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -10.4% | +15.0% | -25.4% | -10.5% |
| 30D | -31.8% | +17.0% | -48.8% | -32.3% |
| 3M | -32.2% | -2.5% | -29.8% | -30.9% |
| 6M | -14.9% | +19.2% | -34.1% | -19.2% |
| YTD | +66.0% | +23.4% | +42.6% | +55.1% |
| 1Y | +17.2% | +13.9% | +3.4% | +7.1% |
| All | +17.2% | +11.2% | +6.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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