+35.7%
PEG vs ARMK
+148.1%
-112.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | -1.9% | +3.1% | -5.0% | -2.6% |
| 3M | -3.7% | +9.2% | -12.9% | -5.6% |
| 6M | -9.4% | +43.7% | -53.1% | -16.4% |
| YTD | -6.0% | +57.4% | -63.4% | -15.1% |
| 1Y | -4.4% | +51.9% | -56.2% | -13.1% |
| 3Y | +33.5% | +125.4% | -91.9% | +9.6% |
| 5Y | +35.7% | +149.1% | -113.3% | +8.3% |
| All | +35.7% | +148.1% | -112.4% | +8.3% |
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 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