+297.8%
PM vs ARMK
+350.8%
-53.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +5.2% | +6.7% | -1.5% | +3.8% |
| 6M | +3.7% | +38.8% | -35.1% | -2.7% |
| YTD | +15.8% | +55.2% | -39.4% | +6.2% |
| 1Y | +17.4% | +46.6% | -29.2% | +8.7% |
| 3Y | +116.9% | +112.9% | +4.0% | +84.4% |
| 5Y | +117.3% | +144.0% | -26.6% | +77.4% |
| 10Y | +193.8% | +132.4% | +61.3% | +129.3% |
| All | +297.8% | +350.8% | -53.1% | +187.9% |
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