+155.1%
PG vs ARMK
+350.8%
-195.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.1% |
| 30D | -0.2% | 0.0% | -0.3% | -0.3% |
| 3M | +4.8% | +6.7% | -1.9% | +4.0% |
| 6M | -6.1% | +38.8% | -44.9% | -9.3% |
| YTD | +4.5% | +55.2% | -50.7% | -0.3% |
| 1Y | -5.3% | +46.6% | -51.9% | -9.1% |
| 3Y | +2.6% | +112.9% | -110.3% | -5.6% |
| 5Y | +15.6% | +144.0% | -128.4% | +4.4% |
| 10Y | +118.0% | +132.4% | -14.4% | +106.5% |
| All | +155.1% | +350.8% | -195.7% | +124.7% |
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