+315.5%
ARM vs PGR
+68.4%
+247.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.1% |
| 7D | +12.5% | -2.7% | +15.2% | +11.6% |
| 30D | -1.4% | +0.7% | -2.1% | -1.0% |
| 3M | -18.7% | +7.7% | -26.4% | -16.2% |
| 6M | +124.6% | +4.3% | +120.3% | +131.5% |
| YTD | +141.7% | +0.7% | +141.0% | +148.9% |
| 1Y | +87.7% | -5.7% | +93.3% | +93.9% |
| All | +315.5% | +68.4% | +247.1% | +426.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling