+94.0%
ARMK vs PFGC
+77.4%
+16.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.4% | +5.0% |
| 7D | -2.6% | +8.5% | -11.2% | -5.1% |
| 30D | -5.2% | +15.0% | -20.2% | -9.4% |
| 3M | -6.5% | -6.2% | -0.3% | -4.7% |
| 6M | +15.3% | +15.7% | -0.5% | +9.4% |
| YTD | +43.6% | +19.6% | +24.0% | +32.8% |
| 1Y | +42.1% | +13.2% | +28.9% | +34.3% |
| 3Y | +94.0% | +77.0% | +17.0% | +73.8% |
| All | +94.0% | +77.4% | +16.6% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling