+252.3%
PBF vs ARMK
+131.1%
+121.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +0.5% |
| 7D | -7.4% | +0.9% | -8.3% | -7.9% |
| 30D | -17.5% | -0.4% | -17.1% | -17.6% |
| 3M | +13.1% | -2.0% | +15.1% | +13.8% |
| 6M | +72.6% | +22.0% | +50.7% | +47.3% |
| YTD | +161.2% | +49.6% | +111.6% | +88.3% |
| 1Y | +93.3% | +46.4% | +47.0% | +41.1% |
| 3Y | +80.7% | +103.2% | -22.5% | -1.0% |
| 5Y | +396.1% | +108.1% | +288.0% | +151.0% |
| 10Y | +252.3% | +129.4% | +122.8% | +72.6% |
| All | +252.3% | +131.1% | +121.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling