+1,106.6%
PGR vs ARMK
+351.9%
+754.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +0.7% | +2.4% | -1.6% | +0.3% |
| 3M | +7.7% | +6.1% | +1.7% | +6.7% |
| 6M | +4.3% | +41.8% | -37.4% | -1.4% |
| YTD | +0.7% | +55.5% | -54.8% | -6.2% |
| 1Y | -5.7% | +49.6% | -55.2% | -11.7% |
| 3Y | +73.7% | +122.8% | -49.1% | +51.9% |
| 5Y | +158.4% | +151.0% | +7.4% | +119.9% |
| 10Y | +810.5% | +138.0% | +672.6% | +714.3% |
| All | +1,106.6% | +351.9% | +754.7% | +873.3% |
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