+144.5%
ARMK vs PENG
+115.2%
+29.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.7% |
| 7D | -2.4% | +4.5% | -7.0% | -3.0% |
| 30D | 0.0% | -7.1% | +7.1% | +0.8% |
| 3M | +6.7% | -27.3% | +33.9% | +8.9% |
| 6M | +38.8% | +169.6% | -130.8% | +14.2% |
| YTD | +55.2% | +164.6% | -109.4% | +27.4% |
| 1Y | +46.6% | +109.5% | -62.9% | +23.9% |
| 3Y | +112.9% | +98.9% | +14.0% | +68.0% |
| All | +144.5% | +115.2% | +29.3% | +90.8% |
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