+125.6%
ARMK vs PENG
+689.3%
-563.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.1% |
| 7D | +2.7% | +13.2% | -10.6% | +0.2% |
| 30D | -1.5% | -29.9% | +28.5% | +3.6% |
| 3M | -11.6% | -22.2% | +10.7% | -9.7% |
| 6M | +6.7% | -1.9% | +8.6% | +0.2% |
| YTD | +47.4% | +142.1% | -94.7% | +13.6% |
| 1Y | +41.5% | +151.5% | -110.0% | +8.0% |
| 3Y | +95.5% | +206.9% | -111.4% | +32.2% |
| 5Y | +108.4% | +58.2% | +50.1% | +51.6% |
| All | +125.6% | +689.3% | -563.7% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling