+54.5%
PCG vs ARMK
+144.6%
-90.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | -2.4% | -11.4% | -13.0% |
| 30D | -16.9% | 0.0% | -16.9% | -16.7% |
| 3M | -14.7% | +6.7% | -21.4% | -16.2% |
| 6M | -23.8% | +38.8% | -62.6% | -30.9% |
| YTD | -10.5% | +55.2% | -65.7% | -21.7% |
| 1Y | -5.1% | +46.6% | -51.7% | -15.7% |
| 3Y | -11.6% | +112.9% | -124.5% | -32.3% |
| All | +54.5% | +144.6% | -90.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling