+334.1%
PBF vs ARMK
+136.6%
+197.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.3% |
| 7D | +2.4% | +1.7% | +0.7% | +1.2% |
| 30D | +24.9% | +3.1% | +21.7% | +21.9% |
| 3M | +81.9% | +9.2% | +72.6% | +70.2% |
| 6M | +79.4% | +43.7% | +35.7% | +35.0% |
| YTD | +188.3% | +57.4% | +130.9% | +102.0% |
| 1Y | +177.3% | +51.9% | +125.4% | +97.9% |
| 3Y | +56.0% | +125.4% | -69.4% | -20.5% |
| 5Y | +804.0% | +149.1% | +654.9% | +300.1% |
| 10Y | +334.1% | +135.4% | +198.7% | +111.4% |
| All | +334.1% | +136.6% | +197.5% | +111.4% |
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