+191.2%
ARMK vs PFGC
+488.3%
-297.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.3% |
| 7D | +0.9% | +10.8% | -9.9% | -4.8% |
| 30D | -0.4% | +17.8% | -18.2% | -8.9% |
| 3M | -2.0% | -2.7% | +0.8% | -2.0% |
| 6M | +22.0% | +20.0% | +1.9% | +9.9% |
| YTD | +49.6% | +24.3% | +25.3% | +30.4% |
| 1Y | +46.4% | +13.2% | +33.1% | +33.3% |
| 3Y | +103.2% | +85.9% | +17.3% | +42.2% |
| 5Y | +108.1% | +141.0% | -32.9% | +23.8% |
| 10Y | +129.4% | +370.6% | -241.2% | -11.2% |
| All | +191.2% | +488.3% | -297.0% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling