+278.2%
PCAR vs ARMK
+125.8%
+152.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -2.0% | -1.3% | -0.7% | -1.9% |
| 3M | -19.1% | -2.5% | -16.6% | -18.8% |
| 6M | -6.8% | +20.8% | -27.6% | -12.1% |
| YTD | -2.5% | +48.2% | -50.7% | -13.2% |
| 1Y | +9.7% | +45.7% | -36.1% | -1.9% |
| 3Y | +34.0% | +96.6% | -62.6% | +9.4% |
| 5Y | +113.3% | +106.6% | +6.8% | +69.7% |
| 10Y | +278.2% | +132.6% | +145.6% | +205.1% |
| All | +278.2% | +125.8% | +152.4% | +205.1% |
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