+48.5%
PFE vs ARMK
+131.1%
-82.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.1% | +7.1% | -9.2% | -2.9% |
| 30D | +3.1% | -1.6% | +4.7% | +3.2% |
| 3M | +11.2% | -10.5% | +21.7% | +12.4% |
| 6M | +15.0% | +11.8% | +3.3% | +13.2% |
| YTD | +23.5% | +47.3% | -23.7% | +17.5% |
| 1Y | +18.9% | +41.5% | -22.6% | +13.6% |
| 3Y | +18.7% | +95.3% | -76.6% | +8.6% |
| 5Y | -24.0% | +108.1% | -132.2% | -31.6% |
| All | +48.5% | +131.1% | -82.6% | +45.6% |
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