+59.9%
PPL vs ARMK
+114.7%
-54.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -2.4% | +5.1% | +2.9% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | +6.7% | -6.0% | -0.1% |
| 6M | -7.6% | +38.8% | -46.4% | -11.5% |
| YTD | +1.8% | +55.2% | -53.4% | -4.2% |
| 1Y | -0.8% | +46.6% | -47.4% | -5.9% |
| All | +59.9% | +114.7% | -54.8% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling