+174.6%
ARM vs PPL
+55.0%
+119.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.6% |
| 7D | -15.2% | +0.4% | -15.6% | -15.0% |
| 30D | -40.7% | +5.4% | -46.1% | -39.6% |
| 3M | -39.1% | +4.3% | -43.4% | -38.1% |
| 6M | -26.4% | -1.3% | -25.1% | -25.9% |
| YTD | +59.7% | +4.7% | +55.1% | +62.3% |
| 1Y | +10.3% | +1.3% | +9.1% | +11.7% |
| 3Y | +228.9% | +57.2% | +171.6% | +229.0% |
| All | +174.6% | +55.0% | +119.6% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling