+233.6%
PBF vs ARMK
+317.2%
-83.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -4.5% |
| 7D | -13.8% | -2.6% | -11.1% | -12.2% |
| 30D | -19.6% | -5.2% | -14.4% | -17.0% |
| 3M | +10.3% | -6.5% | +16.8% | +14.4% |
| 6M | +63.4% | +15.3% | +48.2% | +45.9% |
| YTD | +152.6% | +43.6% | +109.0% | +90.1% |
| 1Y | +87.4% | +42.1% | +45.3% | +41.5% |
| 3Y | +63.3% | +94.0% | -30.7% | -4.7% |
| 5Y | +412.5% | +96.3% | +316.2% | +181.1% |
| 10Y | +282.5% | +126.7% | +155.8% | +92.9% |
| All | +233.6% | +317.2% | -83.5% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling