+20.9%
PFE vs ARM
+249.0%
-228.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | -0.7% | -10.4% | +9.7% | -0.6% |
| 30D | +5.3% | -31.8% | +37.2% | +5.8% |
| 3M | +10.1% | -32.2% | +42.4% | +10.5% |
| 6M | +18.0% | -14.9% | +32.9% | +17.0% |
| YTD | +25.8% | +66.0% | -40.2% | +22.6% |
| 1Y | +28.4% | +17.2% | +11.2% | +25.9% |
| 3Y | +20.9% | +247.2% | -226.3% | +15.7% |
| All | +20.9% | +249.0% | -228.1% | +15.7% |
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