+94.0%
ARMK vs PFG
+72.1%
+21.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.1% | +5.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -5.2% | +2.0% | -7.2% | -6.2% |
| 3M | -6.5% | -3.2% | -3.3% | -5.6% |
| 6M | +15.3% | +10.9% | +4.3% | +9.0% |
| YTD | +43.6% | +28.8% | +14.7% | +25.9% |
| 1Y | +42.1% | +39.2% | +2.9% | +20.1% |
| 3Y | +94.0% | +75.0% | +19.0% | +73.2% |
| All | +94.0% | +72.1% | +21.9% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling