+199.6%
ARM vs PPG
-1.7%
+201.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.8% |
| 7D | +9.1% | +0.7% | +8.4% | +8.6% |
| 30D | -19.9% | +17.6% | -37.5% | -29.8% |
| 3M | -31.6% | +7.5% | -39.1% | -35.7% |
| 6M | -13.9% | +17.6% | -31.5% | -25.4% |
| YTD | +74.3% | +22.6% | +51.7% | +45.0% |
| 1Y | +35.8% | +28.0% | +7.8% | +8.6% |
| 3Y | +268.6% | +1.8% | +266.8% | +231.8% |
| All | +199.6% | -1.7% | +201.3% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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