+40.3%
ARMK vs PENG
+120.5%
-80.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.1% | +4.9% | -3.5% |
| 7D | -5.8% | -20.5% | +14.7% | -4.4% |
| 30D | -5.3% | -20.4% | +15.1% | -4.1% |
| 3M | -6.7% | -16.4% | +9.7% | -6.1% |
| 6M | +17.4% | +49.2% | -31.9% | +10.0% |
| YTD | +43.0% | +147.2% | -104.2% | +27.4% |
| 1Y | +40.3% | +124.7% | -84.4% | +24.4% |
| All | +40.3% | +120.5% | -80.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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