+177.3%
PBF vs ARMK
+50.1%
+127.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.5% |
| 7D | +2.4% | +1.7% | +0.7% | +2.6% |
| 30D | +24.9% | +3.1% | +21.7% | +25.5% |
| 3M | +81.9% | +9.2% | +72.6% | +85.6% |
| 6M | +79.4% | +43.7% | +35.7% | +93.1% |
| YTD | +188.3% | +57.4% | +130.9% | +210.3% |
| 1Y | +177.3% | +51.9% | +125.4% | +204.1% |
| All | +177.3% | +50.1% | +127.2% | +204.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling