+71.6%
PFE vs ARMK
+350.8%
-279.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +12.7% | +6.7% | +6.0% | +11.6% |
| 6M | +10.5% | +38.8% | -28.3% | +5.5% |
| YTD | +20.2% | +55.2% | -35.0% | +12.9% |
| 1Y | +24.1% | +46.6% | -22.5% | +17.4% |
| 3Y | -3.6% | +112.9% | -116.5% | -13.8% |
| 5Y | -20.9% | +144.0% | -164.8% | -31.3% |
| 10Y | +35.8% | +132.4% | -96.6% | +24.5% |
| All | +71.6% | +350.8% | -279.2% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling