+51.7%
PFE vs ARMK
+130.7%
-79.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.0% | +2.8% | -5.7% | -3.3% |
| 30D | +5.2% | -1.8% | +7.0% | +5.3% |
| 3M | +12.2% | -10.9% | +23.1% | +13.5% |
| 6M | +17.8% | +21.2% | -3.4% | +14.7% |
| YTD | +26.2% | +47.0% | -20.8% | +20.0% |
| 1Y | +23.2% | +42.9% | -19.7% | +17.5% |
| 3Y | +21.3% | +95.0% | -73.7% | +10.9% |
| 5Y | -23.1% | +106.2% | -129.3% | -30.7% |
| All | +51.7% | +130.7% | -79.0% | +48.8% |
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