+60.2%
PPL vs ARMK
+123.7%
-63.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -1.5% |
| 7D | +0.4% | -2.6% | +3.1% | +0.9% |
| 30D | +5.4% | -5.2% | +10.6% | +6.5% |
| 3M | +4.3% | -6.5% | +10.8% | +5.5% |
| 6M | -1.3% | +15.3% | -16.6% | -5.1% |
| YTD | +4.7% | +43.6% | -38.9% | -4.6% |
| 1Y | +1.3% | +42.1% | -40.8% | -7.6% |
| 3Y | +57.2% | +94.0% | -36.8% | +31.0% |
| 5Y | +48.2% | +96.3% | -48.0% | +21.0% |
| All | +60.2% | +123.7% | -63.5% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling