+75.0%
PEP vs ARMK
+131.8%
-56.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | -1.1% | +6.7% | -7.8% | -2.0% |
| 6M | -13.5% | +38.8% | -52.3% | -17.1% |
| YTD | -1.2% | +55.2% | -56.4% | -6.7% |
| 1Y | -1.6% | +46.6% | -48.2% | -6.4% |
| 3Y | -12.5% | +112.9% | -125.4% | -21.1% |
| 5Y | +3.0% | +144.0% | -140.9% | -9.4% |
| All | +75.0% | +131.8% | -56.8% | +65.3% |
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 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