+87.9%
ARMK vs PENG
+31.0%
+56.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.1% | -0.8% |
| 7D | -10.2% | -36.7% | +26.5% | -5.1% |
| 30D | -9.3% | -42.0% | +32.7% | -3.6% |
| 3M | -11.4% | -33.2% | +21.8% | -8.0% |
| 6M | +11.6% | +2.1% | +9.5% | +5.1% |
| YTD | +37.5% | +90.3% | -52.8% | +15.9% |
| 1Y | +34.9% | +67.7% | -32.7% | +15.8% |
| 3Y | +83.4% | +154.2% | -70.8% | +35.4% |
| 5Y | +87.9% | +28.3% | +59.6% | +47.9% |
| All | +87.9% | +31.0% | +56.9% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling