+307.8%
ARMK vs PSLV
+181.2%
+126.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.7% | +2.7% | -1.0% | +1.4% |
| 30D | +3.1% | +3.5% | -0.3% | +2.7% |
| 3M | +9.2% | +0.3% | +8.9% | +8.9% |
| 6M | +43.7% | -21.0% | +64.7% | +46.2% |
| YTD | +57.4% | -8.9% | +66.3% | +55.2% |
| 1Y | +51.9% | +54.0% | -2.1% | +39.8% |
| 3Y | +125.4% | +175.4% | -50.0% | +91.3% |
| 5Y | +149.1% | +157.7% | -8.6% | +110.7% |
| 10Y | +135.4% | +184.9% | -49.5% | +82.9% |
| All | +307.8% | +181.2% | +126.6% | +211.6% |
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