+282.1%
ARMK vs PSLV
+106.0%
+176.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.7% | -6.3% | +9.0% | +3.3% |
| 30D | -1.5% | -12.7% | +11.2% | -0.1% |
| 3M | -11.6% | -24.7% | +13.2% | -9.2% |
| 6M | +6.7% | -44.6% | +51.3% | +12.8% |
| YTD | +47.4% | -33.3% | +80.7% | +49.8% |
| 1Y | +41.5% | -8.6% | +50.1% | +38.2% |
| 3Y | +95.5% | +108.2% | -12.6% | +70.5% |
| 5Y | +108.4% | +79.1% | +29.3% | +82.8% |
| 10Y | +132.3% | +137.7% | -5.4% | +87.7% |
| All | +282.1% | +106.0% | +176.1% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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