+31.0%
PG vs ARMK
+106.7%
-75.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +2.7% | +2.7% | 0.0% | +2.3% |
| 30D | +9.2% | -1.5% | +10.7% | +9.2% |
| 3M | +18.5% | -11.6% | +30.0% | +20.4% |
| 6M | +21.1% | +6.7% | +14.3% | +19.3% |
| YTD | +21.9% | +47.4% | -25.5% | +13.7% |
| 1Y | +18.1% | +41.5% | -23.4% | +10.8% |
| 3Y | +20.6% | +95.5% | -75.0% | +5.5% |
| All | +31.0% | +106.7% | -75.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling