+88.0%
ARM vs PNR
-46.4%
+134.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.4% | +4.9% |
| 7D | +11.4% | -3.0% | +14.4% | +12.9% |
| 30D | -7.4% | -14.9% | +7.5% | -0.4% |
| 3M | -24.5% | -19.0% | -5.5% | -17.4% |
| 6M | +128.7% | -35.9% | +164.6% | +187.8% |
| YTD | +139.3% | -43.1% | +182.4% | +212.2% |
| 1Y | +88.0% | -46.4% | +134.3% | +153.1% |
| All | +88.0% | -46.4% | +134.3% | +153.1% |
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