+63.3%
PNR vs ARMK
+138.5%
-75.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -15.6% | -5.9% | -9.6% | -13.8% |
| 3M | -20.2% | +6.7% | -26.9% | -22.1% |
| 6M | -36.6% | +42.5% | -79.2% | -44.3% |
| YTD | -45.0% | +55.1% | -100.1% | -53.1% |
| 1Y | -47.4% | +50.3% | -97.8% | -54.8% |
| 3Y | -13.7% | +122.2% | -135.9% | -36.0% |
| 5Y | -20.8% | +155.2% | -176.0% | -44.4% |
| All | +63.3% | +138.5% | -75.3% | +20.3% |
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