-6.5%
PG vs ARM
+77.4%
-83.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.1% |
| 7D | -2.7% | +4.8% | -7.5% | -2.6% |
| 30D | -1.5% | -5.5% | +3.9% | -1.6% |
| 3M | -3.4% | -17.3% | +14.0% | -3.8% |
| 6M | -7.0% | +110.9% | -117.8% | -7.6% |
| YTD | +2.0% | +132.5% | -130.5% | +2.1% |
| 1Y | -6.5% | +64.9% | -71.4% | -8.5% |
| All | -6.5% | +77.4% | -83.8% | -8.5% |
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