+123.3%
PPL vs ARMK
+350.8%
-227.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.7% | -2.4% | +5.1% | +3.2% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | +6.7% | -6.0% | -0.9% |
| 6M | -7.6% | +38.8% | -46.4% | -14.5% |
| YTD | +1.8% | +55.2% | -53.4% | -8.4% |
| 1Y | -0.8% | +46.6% | -47.4% | -9.7% |
| 3Y | +56.9% | +112.9% | -56.0% | +28.8% |
| 5Y | +39.5% | +144.0% | -104.4% | +9.0% |
| 10Y | +55.4% | +132.4% | -77.0% | +17.8% |
| All | +123.3% | +350.8% | -227.6% | +59.1% |
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 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