+21.2%
PG vs ARM
+265.3%
-244.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | +1.9% |
| 7D | +2.9% | -5.3% | +8.2% | +2.8% |
| 30D | +12.0% | -30.0% | +42.1% | +11.3% |
| 3M | +16.2% | -34.1% | +50.3% | +15.4% |
| 6M | +16.6% | -12.6% | +29.2% | +15.9% |
| YTD | +20.9% | +70.4% | -49.6% | +21.5% |
| 1Y | +17.8% | +22.3% | -4.4% | +17.9% |
| 3Y | +21.2% | +261.2% | -240.0% | +29.1% |
| All | +21.2% | +265.3% | -244.1% | +29.1% |
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