+5.3%
PPG vs ARMK
+47.4%
-42.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -5.0% | 0.0% | -5.0% | -5.1% |
| 3M | +1.1% | +6.7% | -5.5% | -1.6% |
| 6M | -3.2% | +38.8% | -42.0% | -15.7% |
| YTD | +11.9% | +55.2% | -43.3% | -6.6% |
| 1Y | +5.3% | +46.6% | -41.3% | -10.9% |
| All | +5.3% | +47.4% | -42.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling