+1.8%
PG vs ARM
+366.2%
-364.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.5% |
| 7D | -0.4% | +11.4% | -11.8% | -0.3% |
| 30D | -0.1% | -7.4% | +7.3% | -0.2% |
| 3M | +1.1% | -24.5% | +25.6% | +0.7% |
| 6M | -3.8% | +128.7% | -132.5% | -3.0% |
| YTD | +3.8% | +139.3% | -135.4% | +4.8% |
| 1Y | -5.8% | +88.0% | -93.7% | -5.2% |
| All | +1.8% | +366.2% | -364.4% | +4.1% |
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 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