+73.4%
PGR vs ARMK
+127.5%
-54.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -0.6% | +3.1% | -3.7% | -1.1% |
| 30D | +4.9% | -2.8% | +7.7% | +5.4% |
| 3M | +7.6% | +7.6% | +0.1% | +6.3% |
| 6M | +8.3% | +47.9% | -39.6% | +0.9% |
| YTD | +1.7% | +60.0% | -58.3% | -6.6% |
| 1Y | -6.8% | +52.2% | -59.1% | -13.8% |
| 3Y | +73.4% | +131.4% | -58.0% | +55.8% |
| All | +73.4% | +127.5% | -54.1% | +55.8% |
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