+232.4%
PM vs ARMK
+123.7%
+108.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -2.6% |
| 7D | -5.2% | -2.6% | -2.6% | -4.8% |
| 30D | +2.7% | -5.2% | +7.9% | +3.6% |
| 3M | +6.1% | -6.5% | +12.6% | +7.2% |
| 6M | +18.0% | +15.3% | +2.7% | +14.4% |
| YTD | +26.6% | +43.6% | -17.0% | +17.5% |
| 1Y | +36.7% | +42.1% | -5.4% | +27.1% |
| 3Y | +146.0% | +94.0% | +52.0% | +112.1% |
| 5Y | +164.1% | +96.3% | +67.8% | +123.9% |
| All | +232.4% | +123.7% | +108.7% | +160.8% |
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