+138.0%
ARMK vs PFGC
+287.3%
-149.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +0.3% | -3.7% | +4.1% | +2.2% |
| 30D | +2.4% | -16.0% | +18.3% | +11.4% |
| 3M | +6.1% | -4.1% | +10.2% | +7.8% |
| 6M | +41.8% | +8.7% | +33.0% | +34.8% |
| YTD | +55.5% | +6.4% | +49.2% | +47.5% |
| 1Y | +49.6% | -8.4% | +58.0% | +52.4% |
| 3Y | +122.8% | +61.8% | +61.0% | +66.5% |
| 5Y | +151.0% | +108.7% | +42.3% | +58.3% |
| 10Y | +138.0% | +298.1% | -160.2% | -3.9% |
| All | +138.0% | +287.3% | -149.4% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling