+60.6%
PFE vs ARMK
+123.7%
-63.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.1% |
| 7D | -3.7% | -2.6% | -1.1% | -3.5% |
| 30D | +5.0% | -5.2% | +10.2% | +5.5% |
| 3M | +12.2% | -6.5% | +18.7% | +12.8% |
| 6M | +14.6% | +15.3% | -0.7% | +12.3% |
| YTD | +24.1% | +43.6% | -19.5% | +18.4% |
| 1Y | +26.6% | +42.1% | -15.5% | +20.9% |
| 3Y | +14.3% | +94.0% | -79.7% | +4.7% |
| 5Y | -21.9% | +96.3% | -118.2% | -29.1% |
| All | +60.6% | +123.7% | -63.1% | +58.5% |
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