+311.3%
ARM vs PNC
+117.5%
+193.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.4% |
| 7D | +11.4% | +2.3% | +9.1% | +9.8% |
| 30D | -7.4% | -3.8% | -3.6% | -5.2% |
| 3M | -24.5% | +7.8% | -32.3% | -28.6% |
| 6M | +128.7% | +19.7% | +108.9% | +99.4% |
| YTD | +139.3% | +19.1% | +120.1% | +108.7% |
| 1Y | +88.0% | +23.1% | +64.8% | +59.2% |
| All | +311.3% | +117.5% | +193.8% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling