+48.8%
PFE vs ARMK
+131.4%
-82.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -2.0% |
| 30D | +0.3% | -1.5% | +1.8% | +0.4% |
| 3M | +9.4% | -11.6% | +20.9% | +10.7% |
| 6M | +14.9% | +6.7% | +8.1% | +13.6% |
| YTD | +23.8% | +47.4% | -23.6% | +17.7% |
| 1Y | +19.5% | +41.5% | -22.0% | +14.2% |
| 3Y | +21.0% | +95.5% | -74.5% | +10.7% |
| 5Y | -23.9% | +108.4% | -132.3% | -31.5% |
| All | +48.8% | +131.4% | -82.6% | +45.9% |
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