+149.1%
ARMK vs PFGC
+110.5%
+38.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | +3.1% | -15.8% | +18.9% | +10.9% |
| 3M | +9.2% | -0.6% | +9.8% | +9.0% |
| 6M | +43.7% | +10.7% | +33.0% | +36.3% |
| YTD | +57.4% | +7.6% | +49.7% | +49.2% |
| 1Y | +51.9% | -7.8% | +59.7% | +54.6% |
| 3Y | +125.4% | +63.7% | +61.7% | +70.2% |
| 5Y | +149.1% | +112.3% | +36.8% | +57.1% |
| All | +149.1% | +110.5% | +38.6% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling