+214.0%
ARM vs PTC
+31.8%
+182.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.3% | -12.8% | -13.0% |
| 7D | -27.1% | -0.1% | -27.0% | -27.1% |
| 30D | -44.9% | +0.8% | -45.7% | -45.0% |
| 3M | -39.3% | +39.6% | -78.9% | -45.5% |
| 6M | -20.2% | +41.5% | -61.6% | -29.9% |
| YTD | +52.5% | +11.7% | +40.8% | +56.6% |
| 1Y | +4.1% | +2.4% | +1.6% | +13.3% |
| All | +214.0% | +31.8% | +182.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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