+130.0%
ARMK vs PFG
+186.8%
-56.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +2.8% | -2.2% | +5.0% | +4.2% |
| 30D | -1.8% | +6.4% | -8.1% | -5.7% |
| 3M | -10.9% | +2.2% | -13.1% | -12.6% |
| 6M | +21.2% | +16.3% | +5.0% | +9.2% |
| YTD | +47.0% | +33.2% | +13.8% | +21.0% |
| 1Y | +42.9% | +40.6% | +2.3% | +13.7% |
| 3Y | +95.0% | +83.3% | +11.6% | +27.3% |
| 5Y | +106.2% | +97.7% | +8.5% | +24.4% |
| All | +130.0% | +186.8% | -56.9% | -1.4% |
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