+46.6%
ARMK vs PFGC
-5.1%
+51.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | 0.0% | -11.9% | +12.0% | +1.8% |
| 3M | +6.7% | +5.0% | +1.7% | +5.9% |
| 6M | +38.8% | +8.6% | +30.2% | +36.2% |
| YTD | +55.2% | +9.7% | +45.5% | +51.2% |
| 1Y | +46.6% | -6.3% | +52.9% | +49.2% |
| All | +46.6% | -5.1% | +51.7% | +49.2% |
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