+64.9%
ARM vs PPG
-0.6%
+65.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.6% |
| 7D | +4.8% | -5.1% | +9.9% | +8.2% |
| 30D | -5.5% | -9.6% | +4.1% | +0.5% |
| 3M | -17.3% | -6.4% | -10.9% | -14.3% |
| 6M | +110.9% | +0.5% | +110.3% | +107.2% |
| YTD | +132.5% | +4.4% | +128.1% | +130.3% |
| 1Y | +64.9% | -0.9% | +65.8% | +64.7% |
| All | +64.9% | -0.6% | +65.5% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling