-23.7%
PPG vs ARMK
+147.8%
-171.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -9.6% | -5.9% | -3.6% | -7.2% |
| 3M | -6.4% | +6.7% | -13.1% | -9.4% |
| 6M | +0.5% | +42.5% | -42.0% | -14.7% |
| YTD | +4.4% | +55.1% | -50.7% | -14.9% |
| 1Y | -0.9% | +50.3% | -51.2% | -18.3% |
| 3Y | -17.0% | +122.2% | -139.1% | -44.9% |
| 5Y | -23.7% | +155.2% | -178.8% | -53.0% |
| All | -23.7% | +147.8% | -171.5% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling