-16.2%
PPG vs ARMK
+106.7%
-122.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.7% | +2.7% | -1.9% | -0.4% |
| 30D | +17.6% | -1.5% | +19.0% | +17.8% |
| 3M | +7.5% | -11.6% | +19.0% | +12.8% |
| 6M | +17.6% | +6.7% | +10.9% | +13.1% |
| YTD | +22.6% | +47.4% | -24.9% | +1.0% |
| 1Y | +28.0% | +41.5% | -13.5% | +7.4% |
| 3Y | +1.8% | +95.5% | -93.8% | -29.4% |
| All | -16.2% | +106.7% | -122.8% | -45.7% |
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