+174.6%
ARM vs PPG
-2.4%
+177.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.3% |
| 7D | -15.2% | +2.4% | -17.6% | -17.1% |
| 30D | -40.7% | +16.5% | -57.1% | -47.6% |
| 3M | -39.1% | +5.1% | -44.2% | -41.8% |
| 6M | -26.4% | +11.1% | -37.5% | -33.3% |
| YTD | +59.7% | +21.7% | +38.1% | +33.5% |
| 1Y | +10.3% | +32.0% | -21.6% | -14.2% |
| 3Y | +228.9% | +2.8% | +226.1% | +192.1% |
| All | +174.6% | -2.4% | +177.0% | +157.3% |
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