-76.5%
PCG vs ARMK
+131.1%
-207.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | +7.1% | -9.1% | -4.0% |
| 30D | -2.7% | -1.6% | -1.1% | -2.4% |
| 3M | -25.1% | -10.5% | -14.5% | -22.6% |
| 6M | -22.3% | +11.8% | -34.1% | -25.0% |
| YTD | -18.5% | +47.3% | -65.7% | -27.8% |
| 1Y | -21.8% | +41.5% | -63.3% | -30.0% |
| 3Y | -21.0% | +95.3% | -116.4% | -37.1% |
| 5Y | +8.1% | +108.1% | -100.1% | -17.0% |
| All | -76.5% | +131.1% | -207.6% | -84.6% |
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