+86.1%
ARM vs PNR
-43.1%
+129.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | -2.4% | +7.8% | +6.6% |
| 30D | -8.2% | -12.8% | +4.6% | -2.2% |
| 3M | -35.9% | -17.0% | -18.9% | -30.6% |
| 6M | +103.1% | -37.4% | +140.5% | +157.7% |
| YTD | +130.6% | -41.6% | +172.2% | +197.9% |
| 1Y | +86.1% | -44.6% | +130.7% | +148.3% |
| All | +86.1% | -43.1% | +129.1% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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