+395.3%
PBF vs ARMK
+96.3%
+299.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -3.3% |
| 7D | -13.8% | -2.6% | -11.1% | -12.8% |
| 30D | -19.6% | -5.2% | -14.4% | -18.0% |
| 3M | +10.3% | -6.5% | +16.8% | +12.8% |
| 6M | +63.4% | +15.3% | +48.2% | +53.1% |
| YTD | +152.6% | +43.6% | +109.0% | +111.9% |
| 1Y | +87.4% | +42.1% | +45.3% | +57.6% |
| 3Y | +63.3% | +94.0% | -30.7% | +16.2% |
| All | +395.3% | +96.3% | +299.0% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling