-20.0%
PCG vs ARMK
+44.4%
-64.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.2% | +2.8% | -5.0% | -3.0% |
| 30D | -0.5% | -1.8% | +1.3% | -0.1% |
| 3M | -24.0% | -10.9% | -13.1% | -21.7% |
| 6M | -18.6% | +21.2% | -39.9% | -21.0% |
| YTD | -17.7% | +47.0% | -64.7% | -22.5% |
| 1Y | -20.0% | +42.9% | -62.9% | -24.6% |
| All | -20.0% | +44.4% | -64.4% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling