+135.4%
ARMK vs PFG
+239.4%
-104.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.3% |
| 7D | +1.7% | +6.0% | -4.3% | -2.1% |
| 30D | +3.1% | +2.2% | +0.9% | +1.5% |
| 3M | +9.2% | +10.4% | -1.1% | +2.1% |
| 6M | +43.7% | +27.8% | +15.9% | +22.5% |
| YTD | +57.4% | +33.6% | +23.7% | +29.9% |
| 1Y | +51.9% | +49.3% | +2.6% | +16.7% |
| 3Y | +125.4% | +69.7% | +55.7% | +55.7% |
| 5Y | +149.1% | +111.3% | +37.7% | +44.7% |
| 10Y | +135.4% | +240.3% | -104.8% | 0.0% |
| All | +135.4% | +239.4% | -104.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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