+174.6%
ARM vs PFGC
+79.2%
+95.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.5% |
| 7D | -15.2% | +8.5% | -23.8% | -18.7% |
| 30D | -40.7% | +15.0% | -55.7% | -44.9% |
| 3M | -39.1% | -6.2% | -32.9% | -37.5% |
| 6M | -26.4% | +15.7% | -42.2% | -34.1% |
| YTD | +59.7% | +19.6% | +40.2% | +38.1% |
| 1Y | +10.3% | +13.2% | -2.8% | -1.7% |
| 3Y | +228.9% | +77.0% | +151.9% | +114.4% |
| All | +174.6% | +79.2% | +95.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling