+132.9%
PH vs ARMK
+91.9%
+41.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.8% |
| 7D | +2.0% | -2.6% | +4.6% | +3.2% |
| 30D | -3.7% | -5.2% | +1.5% | -1.3% |
| 3M | -14.0% | -6.5% | -7.5% | -11.6% |
| 6M | +2.1% | +15.3% | -13.2% | -5.4% |
| YTD | +5.1% | +43.6% | -38.5% | -13.1% |
| 1Y | +10.9% | +42.1% | -31.1% | -7.8% |
| 3Y | +132.9% | +94.0% | +38.9% | +71.1% |
| All | +132.9% | +91.9% | +41.0% | +71.1% |
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