+89.6%
PEP vs ARMK
+125.8%
-36.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.3% |
| 7D | +4.6% | -0.7% | +5.3% | +4.6% |
| 30D | +14.0% | -1.3% | +15.3% | +14.0% |
| 3M | +5.4% | -2.5% | +7.9% | +5.5% |
| 6M | -5.1% | +20.8% | -25.9% | -7.6% |
| YTD | +3.1% | +48.2% | -45.1% | -2.1% |
| 1Y | +4.8% | +45.7% | -41.0% | -0.4% |
| 3Y | -4.1% | +96.6% | -100.7% | -12.6% |
| 5Y | +3.0% | +106.6% | -103.6% | -7.7% |
| 10Y | +89.6% | +132.6% | -43.0% | +73.7% |
| All | +89.6% | +125.8% | -36.2% | +73.7% |
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