+296.4%
ARM vs PNC
+119.9%
+176.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +5.5% | +1.4% | +4.1% | +4.5% |
| 30D | -8.2% | -3.8% | -4.4% | -6.0% |
| 3M | -35.9% | +9.0% | -44.9% | -39.8% |
| 6M | +103.1% | +16.6% | +86.5% | +80.8% |
| YTD | +130.6% | +20.4% | +110.2% | +99.8% |
| 1Y | +86.1% | +22.3% | +63.7% | +58.7% |
| All | +296.4% | +119.9% | +176.5% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling