+261.2%
ARM vs PPL
+55.7%
+205.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -18.7% | +1.8% | -20.5% | -18.1% |
| 30D | -36.7% | +8.4% | -45.1% | -34.6% |
| 3M | -31.6% | +2.4% | -34.0% | -30.8% |
| 6M | -5.6% | -4.0% | -1.7% | -5.7% |
| YTD | +75.5% | +4.5% | +71.0% | +79.0% |
| 1Y | +19.3% | +1.7% | +17.6% | +21.3% |
| All | +261.2% | +55.7% | +205.5% | +286.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling