+293.0%
PCAR vs ARMK
+131.1%
+161.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.5% |
| 7D | +2.9% | +0.9% | +2.0% | +2.5% |
| 30D | -2.1% | -0.4% | -1.8% | -2.3% |
| 3M | -20.4% | -2.0% | -18.4% | -20.2% |
| 6M | -7.0% | +22.0% | -28.9% | -12.5% |
| YTD | -2.6% | +49.6% | -52.2% | -13.5% |
| 1Y | +9.8% | +46.4% | -36.6% | -1.9% |
| 3Y | +37.3% | +103.2% | -66.0% | +11.2% |
| 5Y | +116.4% | +108.1% | +8.3% | +71.9% |
| 10Y | +293.0% | +129.4% | +163.5% | +216.6% |
| All | +293.0% | +131.1% | +161.8% | +216.6% |
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