+10.3%
ARM vs PPL
+1.2%
+9.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.4% |
| 7D | -15.2% | +0.4% | -15.6% | -14.9% |
| 30D | -40.7% | +5.4% | -46.1% | -38.6% |
| 3M | -39.1% | +4.3% | -43.4% | -37.2% |
| 6M | -26.4% | -1.3% | -25.1% | -25.4% |
| YTD | +59.7% | +4.7% | +55.1% | +61.0% |
| 1Y | +10.3% | +1.3% | +9.1% | +13.6% |
| All | +10.3% | +1.2% | +9.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling