+49.6%
PFE vs ARMK
+131.1%
-81.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.0% |
| 7D | -4.7% | +0.9% | -5.6% | -4.8% |
| 30D | +3.4% | -0.4% | +3.7% | +3.3% |
| 3M | +9.2% | -2.0% | +11.2% | +9.2% |
| 6M | +15.8% | +22.0% | -6.1% | +12.7% |
| YTD | +23.4% | +49.6% | -26.2% | +17.2% |
| 1Y | +25.8% | +46.4% | -20.5% | +19.8% |
| 3Y | +17.8% | +103.2% | -85.4% | +7.4% |
| 5Y | -20.2% | +108.1% | -128.3% | -28.1% |
| 10Y | +49.6% | +129.4% | -79.8% | +46.6% |
| All | +49.6% | +131.1% | -81.5% | +46.6% |
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