+199.6%
ARM vs PGR
+84.3%
+115.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.6% |
| 7D | +9.1% | +3.5% | +5.6% | +10.5% |
| 30D | -19.9% | +10.5% | -30.4% | -16.8% |
| 3M | -31.6% | +12.9% | -44.6% | -28.1% |
| 6M | -13.9% | +20.4% | -34.3% | -7.2% |
| YTD | +74.3% | +10.3% | +64.0% | +86.5% |
| 1Y | +35.8% | +12.5% | +23.3% | +45.6% |
| 3Y | +268.6% | +59.3% | +209.3% | +377.6% |
| All | +199.6% | +84.3% | +115.3% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling