+662.0%
PBR vs ARMK
+146.1%
+516.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.2% |
| 7D | +5.4% | +3.1% | +2.3% | +3.9% |
| 30D | +22.9% | -2.8% | +25.7% | +24.2% |
| 3M | +19.6% | +7.6% | +12.1% | +15.1% |
| 6M | +16.5% | +47.9% | -31.4% | -3.9% |
| YTD | +86.7% | +60.0% | +26.6% | +47.9% |
| 1Y | +74.7% | +52.2% | +22.5% | +41.0% |
| 3Y | +102.6% | +131.4% | -28.8% | +28.3% |
| 5Y | +566.6% | +163.2% | +403.4% | +277.5% |
| All | +662.0% | +146.1% | +516.0% | +342.5% |
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