+148.7%
PEG vs ARMK
+134.7%
+14.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -1.7% | +2.4% | -4.1% | -2.4% |
| 3M | -6.8% | +6.1% | -12.8% | -8.1% |
| 6M | -11.4% | +41.8% | -53.1% | -18.2% |
| YTD | -7.2% | +55.5% | -62.8% | -16.4% |
| 1Y | -6.1% | +49.6% | -55.7% | -14.7% |
| 3Y | +31.8% | +122.8% | -91.0% | +8.0% |
| 5Y | +35.6% | +151.0% | -115.4% | +6.4% |
| 10Y | +148.7% | +138.0% | +10.8% | +89.3% |
| All | +148.7% | +134.7% | +14.0% | +89.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling