+49.7%
PPG vs ARMK
+357.2%
-307.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | -7.8% | +3.1% | -10.9% | -9.0% |
| 3M | -2.2% | +9.2% | -11.4% | -5.5% |
| 6M | +4.1% | +43.7% | -39.5% | -9.1% |
| YTD | +9.1% | +57.4% | -48.3% | -8.1% |
| 1Y | +1.0% | +51.9% | -50.9% | -13.9% |
| 3Y | -13.3% | +125.4% | -138.7% | -37.0% |
| 5Y | -19.2% | +149.1% | -168.3% | -44.0% |
| 10Y | +25.9% | +135.4% | -109.5% | -18.0% |
| All | +49.7% | +357.2% | -307.5% | -13.5% |
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