+287.7%
ARMK vs PFG
+274.7%
+13.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +1.9% |
| 7D | +0.9% | +2.3% | -1.4% | -0.5% |
| 30D | -0.4% | +7.6% | -8.0% | -4.6% |
| 3M | -2.0% | +2.5% | -4.5% | -3.9% |
| 6M | +22.0% | +16.6% | +5.3% | +10.6% |
| YTD | +49.6% | +34.1% | +15.6% | +24.6% |
| 1Y | +46.4% | +44.1% | +2.3% | +16.9% |
| 3Y | +103.2% | +86.3% | +17.0% | +36.5% |
| 5Y | +108.1% | +101.6% | +6.6% | +30.5% |
| 10Y | +129.4% | +197.9% | -68.4% | +5.8% |
| All | +287.7% | +274.7% | +13.0% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling