+137.5%
ARMK vs PENG
+762.7%
-625.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -2.0% |
| 7D | -2.4% | +4.5% | -7.0% | -3.3% |
| 30D | 0.0% | -7.1% | +7.1% | +1.1% |
| 3M | +6.7% | -27.3% | +33.9% | +9.4% |
| 6M | +38.8% | +169.6% | -130.8% | +8.0% |
| YTD | +55.2% | +164.6% | -109.4% | +20.4% |
| 1Y | +46.6% | +109.5% | -62.9% | +17.9% |
| 3Y | +112.9% | +98.9% | +14.0% | +57.1% |
| 5Y | +144.0% | +116.3% | +27.7% | +68.5% |
| All | +137.5% | +762.7% | -625.1% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling