+296.4%
ARM vs PPG
-10.3%
+306.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +2.7% |
| 7D | +5.5% | -1.5% | +6.9% | +6.7% |
| 30D | -8.2% | -5.0% | -3.2% | -4.6% |
| 3M | -35.9% | +1.1% | -37.1% | -37.1% |
| 6M | +103.1% | -3.2% | +106.3% | +105.7% |
| YTD | +130.6% | +11.9% | +118.7% | +107.0% |
| 1Y | +86.1% | +5.3% | +80.7% | +74.3% |
| All | +296.4% | -10.3% | +306.7% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling