+106.6%
PCAR vs ARMK
+96.3%
+10.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -4.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | -4.6% | -5.2% | +0.6% | -3.0% |
| 3M | -22.6% | -6.5% | -16.1% | -21.1% |
| 6M | -12.0% | +15.3% | -27.2% | -17.5% |
| YTD | -6.1% | +43.6% | -49.7% | -19.4% |
| 1Y | +6.3% | +42.1% | -35.7% | -8.4% |
| 3Y | +31.8% | +94.0% | -62.2% | -1.3% |
| All | +106.6% | +96.3% | +10.3% | +50.2% |
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 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