+331.2%
PM vs ARMK
+317.2%
+14.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | -6.5% | +11.7% | +6.2% |
| 6M | +17.0% | +15.3% | +1.7% | +13.4% |
| YTD | +25.5% | +43.6% | -18.1% | +16.6% |
| 1Y | +35.5% | +42.1% | -6.5% | +26.1% |
| 3Y | +143.9% | +94.0% | +49.9% | +110.6% |
| 5Y | +161.8% | +96.3% | +65.6% | +122.5% |
| 10Y | +235.9% | +126.7% | +109.3% | +163.1% |
| All | +331.2% | +317.2% | +14.0% | +216.0% |
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