+567.7%
PBR vs ARMK
+148.1%
+419.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | +19.4% | +3.1% | +16.3% | +18.3% |
| 3M | +20.8% | +9.2% | +11.6% | +18.0% |
| 6M | +23.5% | +43.7% | -20.2% | +12.2% |
| YTD | +83.4% | +57.4% | +26.0% | +62.4% |
| 1Y | +77.6% | +51.9% | +25.7% | +58.3% |
| 3Y | +99.9% | +125.4% | -25.5% | +53.8% |
| 5Y | +567.7% | +149.1% | +418.6% | +374.9% |
| All | +567.7% | +148.1% | +419.6% | +374.9% |
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