+6.1%
PFE vs ARM
+262.5%
-256.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.1% | -11.7% | +0.1% |
| 7D | -3.0% | +6.0% | -9.0% | -3.0% |
| 30D | +5.2% | -20.3% | +25.5% | +5.5% |
| 3M | +12.2% | -24.4% | +36.6% | +12.5% |
| 6M | +17.8% | -4.4% | +22.2% | +16.6% |
| YTD | +26.2% | +86.0% | -59.8% | +22.5% |
| 1Y | +23.2% | +35.8% | -12.6% | +20.3% |
| 3Y | +21.3% | +289.1% | -267.8% | +12.8% |
| All | +6.1% | +262.5% | -256.4% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling