+20.9%
PFE vs ARMK
+100.8%
-79.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | +5.3% | -1.3% | +6.6% | +5.4% |
| 3M | +10.1% | -2.5% | +12.6% | +10.1% |
| 6M | +18.0% | +20.8% | -2.8% | +14.0% |
| YTD | +25.8% | +48.2% | -22.4% | +17.5% |
| 1Y | +28.4% | +45.7% | -17.3% | +20.2% |
| 3Y | +20.9% | +96.6% | -75.6% | +9.1% |
| All | +20.9% | +100.8% | -79.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling