+80.3%
PEP vs ARMK
+131.1%
-50.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | +12.6% | -0.4% | +13.0% | +12.5% |
| 3M | +3.1% | -2.0% | +5.1% | +3.2% |
| 6M | -6.3% | +22.0% | -28.2% | -8.8% |
| YTD | +1.9% | +49.6% | -47.7% | -3.4% |
| 1Y | +3.3% | +46.4% | -43.1% | -1.9% |
| 3Y | -4.8% | +103.2% | -108.1% | -13.7% |
| 5Y | +2.0% | +108.1% | -106.1% | -8.6% |
| 10Y | +80.3% | +129.4% | -49.1% | +64.8% |
| All | +80.3% | +131.1% | -50.8% | +64.8% |
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