+445.5%
PBR vs ARMK
+350.8%
+94.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +8.6% | -2.4% | +11.0% | +9.7% |
| 30D | +12.8% | 0.0% | +12.8% | +12.2% |
| 3M | +14.7% | +6.7% | +8.0% | +10.6% |
| 6M | +25.2% | +38.8% | -13.6% | +5.7% |
| YTD | +77.1% | +55.2% | +22.0% | +41.4% |
| 1Y | +69.6% | +46.6% | +23.0% | +38.3% |
| 3Y | +95.6% | +112.9% | -17.3% | +27.4% |
| 5Y | +501.8% | +144.0% | +357.8% | +249.1% |
| 10Y | +640.6% | +132.4% | +508.1% | +297.1% |
| All | +445.5% | +350.8% | +94.7% | +148.2% |
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