+311.3%
ARM vs PPG
-12.5%
+323.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.7% |
| 7D | +11.4% | 0.0% | +11.4% | +11.2% |
| 30D | -7.4% | -7.8% | +0.3% | -1.6% |
| 3M | -24.5% | -2.2% | -22.3% | -23.8% |
| 6M | +128.7% | +4.1% | +124.5% | +119.5% |
| YTD | +139.3% | +9.1% | +130.2% | +118.7% |
| 1Y | +88.0% | +1.0% | +87.0% | +82.1% |
| All | +311.3% | -12.5% | +323.8% | +321.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling