+24.1%
PFE vs ARM
+92.2%
-68.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.3% |
| 7D | +1.8% | +5.5% | -3.7% | +1.6% |
| 30D | +10.2% | -8.2% | +18.4% | +10.5% |
| 3M | +12.7% | -35.9% | +48.6% | +14.0% |
| 6M | +10.5% | +103.1% | -92.6% | +0.8% |
| YTD | +20.2% | +130.6% | -110.5% | +8.0% |
| 1Y | +24.1% | +86.1% | -62.0% | +9.3% |
| All | +24.1% | +92.2% | -68.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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