-77.6%
PCG vs ARMK
+123.7%
-201.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -3.3% |
| 7D | -1.6% | -2.6% | +1.0% | -0.9% |
| 30D | +1.4% | -5.2% | +6.6% | +2.8% |
| 3M | -23.4% | -6.5% | -16.9% | -21.9% |
| 6M | -19.4% | +15.3% | -34.6% | -22.9% |
| YTD | -18.5% | +43.6% | -62.1% | -27.2% |
| 1Y | -19.5% | +42.1% | -61.6% | -28.0% |
| 3Y | -21.0% | +94.0% | -115.0% | -36.9% |
| 5Y | +13.7% | +96.3% | -82.5% | -11.2% |
| All | -77.6% | +123.7% | -201.3% | -85.3% |
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