-4.6%
PEP vs ARMK
+83.8%
-88.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | +6.7% | -10.2% | +16.9% | +7.7% |
| 30D | +13.5% | -9.3% | +22.8% | +14.5% |
| 3M | +3.9% | -11.4% | +15.3% | +5.0% |
| 6M | -6.0% | +11.6% | -17.6% | -8.0% |
| YTD | +2.5% | +37.5% | -35.0% | -2.5% |
| 1Y | +3.9% | +34.9% | -31.0% | -0.9% |
| All | -4.6% | +83.8% | -88.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling