+162.2%
ARM vs PPL
+55.9%
+106.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.8% | -13.9% | -12.8% |
| 7D | -27.1% | +1.0% | -28.2% | -26.8% |
| 30D | -44.9% | +6.8% | -51.7% | -43.6% |
| 3M | -39.3% | +3.9% | -43.1% | -38.4% |
| 6M | -20.2% | -2.0% | -18.1% | -19.7% |
| YTD | +52.5% | +5.3% | +47.3% | +55.2% |
| 1Y | +4.1% | +2.2% | +1.9% | +5.6% |
| 3Y | +211.7% | +56.7% | +155.0% | +213.8% |
| All | +162.2% | +55.9% | +106.3% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling