+16.2%
PFE vs ARM
+208.9%
-192.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.1% | +10.1% | -2.8% |
| 7D | -0.2% | -27.1% | +26.9% | +0.1% |
| 30D | +8.7% | -44.9% | +53.6% | +9.5% |
| 3M | +15.8% | -39.3% | +55.1% | +16.4% |
| 6M | +16.8% | -20.2% | +37.0% | +15.9% |
| YTD | +26.2% | +52.5% | -26.3% | +23.0% |
| 1Y | +29.9% | +4.1% | +25.9% | +27.5% |
| All | +16.2% | +208.9% | -192.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling