+103.1%
ARM vs PNR
-37.9%
+141.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | -2.4% | +7.8% | +6.8% |
| 30D | -8.2% | -12.8% | +4.6% | -1.0% |
| 3M | -35.9% | -17.0% | -18.9% | -29.9% |
| 6M | +103.1% | -37.4% | +140.5% | +231.3% |
| All | +103.1% | -37.9% | +141.0% | +231.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling