It's always good to find the relationships between each scale, chord, arpeggio etc. A lot of players focus so much on patterns, dots on the fretboard (including myself in the beginning). This is of course helpful at first, trying to remember to put your fingers, but it's important not to get stuck there and just run scales up and down.

You can break it down even further like this:

Let's take the note A.

• An A minor arpeggio is just the note A with two more notes added.
• The A minor pentatonic scale is just the A minor arpeggio, with two extra notes.
• The A natural minor scale is just the A minor pentatonic scale with two extra notes

So you can say that the A minor arpeggio "lives" inside the A minor pentatonic scale, and also inside the A natural minor scale.

And the A minor pentatonic scale "lives" inside the A natural minor scale (and A dorian, Phrygian...)

This took me a LONG time to fully understand, and I wish I had learned it earlier instead of mostly focusing on playing scales up and down really fast :D. That's fun too of course, but getting deeper understanding develops your playing A LOT!