+397.3%
PBR vs ARMK
+328.3%
+69.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | +2.7% | -3.7% | -2.2% |
| 30D | -29.3% | -1.5% | -27.8% | -29.2% |
| 3M | +5.5% | -11.6% | +17.1% | +10.6% |
| 6M | -2.9% | +6.7% | -9.6% | -7.2% |
| YTD | +61.5% | +47.4% | +14.1% | +31.0% |
| 1Y | +46.9% | +41.5% | +5.4% | +21.1% |
| 3Y | +66.4% | +95.5% | -29.1% | +12.4% |
| 5Y | +460.3% | +108.4% | +351.9% | +251.4% |
| 10Y | +564.6% | +132.3% | +432.4% | +250.2% |
| All | +397.3% | +328.3% | +69.0% | +129.9% |
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 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