+296.4%
ARM vs PFGC
+64.4%
+232.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +5.5% | -2.2% | +7.7% | +6.6% |
| 30D | -8.2% | -11.9% | +3.7% | -2.3% |
| 3M | -35.9% | +5.0% | -40.9% | -39.4% |
| 6M | +103.1% | +8.6% | +94.5% | +88.4% |
| YTD | +130.6% | +9.7% | +120.9% | +109.1% |
| 1Y | +86.1% | -6.3% | +92.4% | +86.5% |
| All | +296.4% | +64.4% | +232.0% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling