+162.8%
PEG vs ARMK
+125.8%
+37.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +3.3% | -1.3% | +4.6% | +3.4% |
| 3M | +1.1% | -2.5% | +3.6% | +1.3% |
| 6M | -1.4% | +20.8% | -22.2% | -6.0% |
| YTD | -4.6% | +48.2% | -52.8% | -13.2% |
| 1Y | -7.2% | +45.7% | -52.9% | -15.3% |
| 3Y | +33.7% | +96.6% | -62.8% | +12.7% |
| 5Y | +40.8% | +106.6% | -65.8% | +15.5% |
| 10Y | +162.8% | +132.6% | +30.2% | +101.8% |
| All | +162.8% | +125.8% | +37.0% | +101.8% |
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