+209.7%
PH vs ARMK
+106.7%
+103.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.3% | +2.7% | +1.7% | +3.0% |
| 30D | +0.1% | -1.5% | +1.6% | +0.9% |
| 3M | -9.4% | -11.6% | +2.2% | -3.8% |
| 6M | +8.8% | +6.7% | +2.0% | +4.5% |
| YTD | +9.6% | +47.4% | -37.8% | -11.8% |
| 1Y | +14.4% | +41.5% | -27.0% | -6.0% |
| 3Y | +134.5% | +95.5% | +39.0% | +58.2% |
| All | +209.7% | +106.7% | +103.0% | +96.5% |
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