+158.9%
PEP vs ARMK
+299.4%
-140.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.7% |
| 7D | +6.7% | -10.2% | +16.9% | +8.0% |
| 30D | +13.5% | -9.3% | +22.8% | +14.8% |
| 3M | +3.9% | -11.4% | +15.3% | +5.3% |
| 6M | -6.0% | +11.6% | -17.6% | -7.7% |
| YTD | +2.5% | +37.5% | -35.0% | -2.2% |
| 1Y | +3.9% | +34.9% | -31.0% | -0.6% |
| 3Y | -4.7% | +83.4% | -88.1% | -13.0% |
| 5Y | +1.1% | +87.9% | -86.8% | -9.1% |
| 10Y | +83.8% | +117.0% | -33.2% | +63.5% |
| All | +158.9% | +299.4% | -140.5% | +113.4% |
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