+40.3%
ARMK vs PFGC
+12.5%
+27.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +13.5% | -17.7% | -4.8% |
| 7D | -5.8% | +13.9% | -19.7% | -6.5% |
| 30D | -5.3% | +18.4% | -23.6% | -6.5% |
| 3M | -6.7% | -2.5% | -4.2% | -5.7% |
| 6M | +17.4% | +26.0% | -8.7% | +15.5% |
| YTD | +43.0% | +21.9% | +21.2% | +39.0% |
| 1Y | +40.3% | +13.4% | +27.0% | +39.2% |
| All | +40.3% | +12.5% | +27.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling