+345.0%
PCAR vs ARMK
+299.4%
+45.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.5% |
| 7D | +2.2% | -10.2% | +12.4% | +5.2% |
| 30D | -4.4% | -9.3% | +4.9% | -2.0% |
| 3M | -21.4% | -11.4% | -10.0% | -19.0% |
| 6M | -7.3% | +11.6% | -19.0% | -10.8% |
| YTD | -3.8% | +37.5% | -41.2% | -12.8% |
| 1Y | +6.3% | +34.9% | -28.6% | -3.2% |
| 3Y | +34.4% | +83.4% | -49.1% | +11.1% |
| 5Y | +109.2% | +87.9% | +21.3% | +69.4% |
| 10Y | +312.9% | +117.0% | +195.9% | +215.1% |
| All | +345.0% | +299.4% | +45.6% | +205.5% |
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