+431.1%
PCAR vs ARMK
+350.8%
+80.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -6.2% | 0.0% | -6.3% | -6.3% |
| 3M | +5.9% | +6.7% | -0.8% | +3.8% |
| 6M | +0.4% | +38.8% | -38.4% | -8.9% |
| YTD | +14.8% | +55.2% | -40.4% | +0.8% |
| 1Y | +30.1% | +46.6% | -16.5% | +16.0% |
| 3Y | +66.7% | +112.9% | -46.2% | +32.4% |
| 5Y | +166.1% | +144.0% | +22.2% | +101.1% |
| 10Y | +353.7% | +132.4% | +221.3% | +242.1% |
| All | +431.1% | +350.8% | +80.2% | +253.1% |
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 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