+469.6%
PBR vs ARMK
+106.4%
+363.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | -13.3% | -0.7% | -12.6% | -13.2% |
| 30D | -27.7% | -1.3% | -26.4% | -27.7% |
| 3M | +2.7% | -2.5% | +5.1% | +2.7% |
| 6M | -6.7% | +20.8% | -27.5% | -11.6% |
| YTD | +60.9% | +48.2% | +12.8% | +44.1% |
| 1Y | +46.6% | +45.7% | +0.9% | +31.6% |
| 3Y | +69.1% | +96.6% | -27.5% | +34.9% |
| 5Y | +469.6% | +106.6% | +363.0% | +359.9% |
| All | +469.6% | +106.4% | +363.2% | +359.9% |
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