+101.3%
PSA vs ARMK
+134.7%
-33.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.1% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | -9.6% | +2.4% | -11.9% | -10.0% |
| 3M | -7.9% | +6.1% | -14.0% | -8.9% |
| 6M | -2.0% | +41.8% | -43.8% | -7.7% |
| YTD | +15.7% | +55.5% | -39.8% | +7.3% |
| 1Y | +5.8% | +49.6% | -43.8% | -1.4% |
| 3Y | +21.6% | +122.8% | -101.2% | +5.6% |
| 5Y | +13.1% | +151.0% | -137.9% | -4.2% |
| 10Y | +101.3% | +137.9% | -36.7% | +74.6% |
| All | +101.3% | +134.7% | -33.5% | +74.6% |
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