+58.6%
PNR vs ARMK
+350.8%
-292.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -12.8% | 0.0% | -12.8% | -12.9% |
| 3M | -17.0% | +6.7% | -23.7% | -18.9% |
| 6M | -37.4% | +38.8% | -76.2% | -44.4% |
| YTD | -41.6% | +55.2% | -96.8% | -50.2% |
| 1Y | -44.6% | +46.6% | -91.2% | -51.9% |
| 3Y | -12.1% | +112.9% | -125.0% | -33.8% |
| 5Y | -17.4% | +144.0% | -161.4% | -41.1% |
| 10Y | +64.0% | +132.4% | -68.4% | +15.8% |
| All | +58.6% | +350.8% | -292.2% | -4.6% |
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