+254.2%
PEG vs ARMK
+317.2%
-63.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -1.6% |
| 7D | -2.3% | -2.6% | +0.4% | -1.8% |
| 30D | +1.2% | -5.2% | +6.4% | +2.2% |
| 3M | -2.4% | -6.5% | +4.2% | -1.3% |
| 6M | -6.9% | +15.3% | -22.1% | -10.1% |
| YTD | -7.2% | +43.6% | -50.8% | -14.9% |
| 1Y | -8.9% | +42.1% | -50.9% | -16.2% |
| 3Y | +27.1% | +94.0% | -66.9% | +7.8% |
| 5Y | +33.8% | +96.3% | -62.5% | +11.4% |
| 10Y | +150.2% | +126.7% | +23.5% | +89.7% |
| All | +254.2% | +317.2% | -63.0% | +157.9% |
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