+853.6%
PH vs ARMK
+317.2%
+536.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +3.2% |
| 30D | -3.7% | -5.2% | +1.5% | -1.4% |
| 3M | -14.0% | -6.5% | -7.5% | -11.7% |
| 6M | +2.1% | +15.3% | -13.2% | -4.8% |
| YTD | +5.1% | +43.6% | -38.5% | -11.5% |
| 1Y | +10.9% | +42.1% | -31.1% | -6.2% |
| 3Y | +132.9% | +94.0% | +38.9% | +69.6% |
| 5Y | +200.1% | +96.3% | +103.8% | +113.9% |
| 10Y | +783.8% | +126.7% | +657.1% | +467.0% |
| All | +853.6% | +317.2% | +536.4% | +439.6% |
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