+260.9%
PM vs ARMK
+130.7%
+130.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -7.1% | +2.8% | -9.9% | -7.6% |
| 30D | -2.8% | -1.8% | -1.0% | -2.7% |
| 3M | +6.3% | -10.9% | +17.2% | +8.4% |
| 6M | +9.6% | +21.2% | -11.6% | +5.3% |
| YTD | +25.6% | +47.0% | -21.4% | +16.1% |
| 1Y | +29.7% | +42.9% | -13.2% | +20.4% |
| 3Y | +147.6% | +95.0% | +52.6% | +113.4% |
| 5Y | +160.1% | +106.2% | +53.9% | +118.6% |
| 10Y | +260.9% | +131.6% | +129.3% | +182.8% |
| All | +260.9% | +130.7% | +130.2% | +182.8% |
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