+98.1%
ARMK vs PFG
+91.4%
+6.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.1% | +5.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -5.2% | +2.0% | -7.2% | -6.4% |
| 3M | -6.5% | -3.2% | -3.3% | -5.4% |
| 6M | +15.3% | +10.9% | +4.3% | +7.9% |
| YTD | +43.6% | +28.8% | +14.7% | +23.4% |
| 1Y | +42.1% | +39.2% | +2.9% | +16.9% |
| 3Y | +94.0% | +75.0% | +19.0% | +36.6% |
| All | +98.1% | +91.4% | +6.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling