+19.3%
ARM vs PNC
+32.8%
-13.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.0% | -5.5% |
| 7D | -18.7% | +2.3% | -21.0% | -18.9% |
| 30D | -36.7% | +7.0% | -43.6% | -37.1% |
| 3M | -31.6% | -7.3% | -24.3% | -30.7% |
| 6M | -5.6% | +8.9% | -14.6% | -7.5% |
| YTD | +75.5% | +15.5% | +59.9% | +63.3% |
| 1Y | +19.3% | +31.8% | -12.5% | +6.5% |
| All | +19.3% | +32.8% | -13.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling