+202.1%
ARMK vs PFGC
+419.1%
-217.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | 0.0% | -11.9% | +12.0% | +6.1% |
| 3M | +6.7% | +5.0% | +1.7% | +3.7% |
| 6M | +38.8% | +8.6% | +30.2% | +32.4% |
| YTD | +55.2% | +9.7% | +45.5% | +45.3% |
| 1Y | +46.6% | -6.3% | +52.9% | +47.8% |
| 3Y | +112.9% | +58.2% | +54.7% | +62.9% |
| 5Y | +144.0% | +110.4% | +33.5% | +56.4% |
| 10Y | +132.4% | +272.8% | -140.3% | -2.1% |
| All | +202.1% | +419.1% | -217.0% | +20.0% |
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