+261.2%
ARM vs PFGC
+84.2%
+177.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +5.1% |
| 7D | -5.3% | +10.8% | -16.2% | -9.6% |
| 30D | -30.0% | +17.8% | -47.8% | -35.3% |
| 3M | -34.1% | -2.7% | -31.3% | -33.2% |
| 6M | -12.6% | +20.0% | -32.7% | -22.7% |
| YTD | +70.4% | +24.3% | +46.1% | +45.3% |
| 1Y | +22.3% | +13.2% | +9.1% | +10.7% |
| 3Y | +261.2% | +85.9% | +175.3% | +143.1% |
| All | +261.2% | +84.2% | +177.0% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling