+262.4%
PEG vs ARMK
+327.1%
-64.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.5% | +2.8% | -1.3% | +0.8% |
| 30D | +5.0% | -1.8% | +6.8% | +5.2% |
| 3M | -0.3% | -10.9% | +10.5% | +1.9% |
| 6M | -2.7% | +21.2% | -23.9% | -7.1% |
| YTD | -5.1% | +47.0% | -52.1% | -13.3% |
| 1Y | -8.3% | +42.9% | -51.1% | -15.8% |
| 3Y | +33.0% | +95.0% | -62.0% | +12.7% |
| 5Y | +41.3% | +106.2% | -64.9% | +16.4% |
| 10Y | +164.5% | +131.6% | +32.9% | +99.7% |
| All | +262.4% | +327.1% | -64.7% | +162.6% |
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