+149.7%
PEP vs ARMK
+350.8%
-201.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 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% | -17.3% |
| YTD | -1.2% | +55.2% | -56.4% | -7.0% |
| 1Y | -1.6% | +46.6% | -48.2% | -6.7% |
| 3Y | -12.5% | +112.9% | -125.4% | -21.6% |
| 5Y | +3.0% | +144.0% | -140.9% | -10.3% |
| 10Y | +73.9% | +132.4% | -58.5% | +54.2% |
| All | +149.7% | +350.8% | -201.2% | +103.0% |
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