+4.4%
PFE vs ARM
+211.3%
-206.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.4% | -1.7% |
| 7D | -3.7% | -15.2% | +11.5% | -3.5% |
| 30D | +5.0% | -40.7% | +45.6% | +5.7% |
| 3M | +12.2% | -39.1% | +51.3% | +12.8% |
| 6M | +14.6% | -26.4% | +41.0% | +14.0% |
| YTD | +24.1% | +59.7% | -35.6% | +20.8% |
| 1Y | +26.6% | +10.3% | +16.2% | +24.0% |
| 3Y | +14.3% | +228.9% | -214.5% | +6.7% |
| All | +4.4% | +211.3% | -206.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling