+302.2%
ARMK vs PFG
+278.9%
+23.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | 0.0% |
| 7D | -2.4% | +5.5% | -7.9% | -5.5% |
| 30D | 0.0% | +2.4% | -2.3% | -1.5% |
| 3M | +6.7% | +13.6% | -6.9% | -1.4% |
| 6M | +38.8% | +27.9% | +10.9% | +19.7% |
| YTD | +55.2% | +35.6% | +19.6% | +28.9% |
| 1Y | +46.6% | +48.5% | -1.9% | +15.2% |
| 3Y | +112.9% | +66.9% | +46.0% | +53.0% |
| 5Y | +144.0% | +111.0% | +33.0% | +49.2% |
| 10Y | +132.4% | +244.5% | -112.1% | +2.1% |
| All | +302.2% | +278.9% | +23.3% | +69.7% |
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