-22.3%
PINS vs ARMK
+161.9%
-184.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | -6.9% | -0.7% | -6.2% | -6.9% |
| 30D | -11.4% | -1.3% | -10.1% | -11.4% |
| 3M | -22.2% | -2.5% | -19.8% | -22.0% |
| 6M | -10.9% | +20.8% | -31.7% | -19.1% |
| YTD | -26.8% | +48.2% | -75.0% | -39.8% |
| 1Y | -29.8% | +45.7% | -75.6% | -41.9% |
| 3Y | -39.0% | +96.6% | -135.6% | -57.0% |
| 5Y | -58.7% | +106.6% | -165.3% | -71.5% |
| All | -22.3% | +161.9% | -184.2% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling