-76.7%
PCG vs ARMK
+131.1%
-207.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +0.1% | -0.4% | +0.4% | 0.0% |
| 3M | -24.4% | -2.0% | -22.5% | -24.1% |
| 6M | -17.7% | +22.0% | -39.6% | -22.6% |
| YTD | -17.4% | +49.6% | -67.0% | -27.2% |
| 1Y | -19.4% | +46.4% | -65.7% | -28.5% |
| 3Y | -18.6% | +103.2% | -121.8% | -35.9% |
| 5Y | +10.2% | +108.1% | -97.9% | -15.4% |
| 10Y | -76.7% | +129.4% | -206.1% | -84.9% |
| All | -76.7% | +131.1% | -207.8% | -84.9% |
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