+315.5%
ARM vs PPG
-14.6%
+330.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +2.8% |
| 7D | +12.5% | -3.7% | +16.2% | +15.7% |
| 30D | -1.4% | -7.2% | +5.9% | +4.2% |
| 3M | -18.7% | -7.3% | -11.3% | -14.3% |
| 6M | +124.6% | +0.3% | +124.4% | +121.8% |
| YTD | +141.7% | +6.5% | +135.2% | +124.9% |
| 1Y | +87.7% | +0.5% | +87.1% | +82.0% |
| All | +315.5% | -14.6% | +330.1% | +333.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling