-61.3%
PCG vs ARMK
+299.4%
-360.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.2% |
| 7D | 0.0% | -10.2% | +10.2% | +3.0% |
| 30D | +5.8% | -9.3% | +15.1% | +8.7% |
| 3M | -22.8% | -11.4% | -11.4% | -20.1% |
| 6M | -18.4% | +11.6% | -30.0% | -21.1% |
| YTD | -16.9% | +37.5% | -54.3% | -24.4% |
| 1Y | -17.6% | +34.9% | -52.5% | -24.8% |
| 3Y | -20.0% | +83.4% | -103.4% | -34.3% |
| 5Y | +16.0% | +87.9% | -71.9% | -7.1% |
| 10Y | -76.7% | +117.0% | -193.7% | -84.3% |
| All | -61.3% | +299.4% | -360.7% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling