+130.4%
PSA vs ARMK
+131.1%
-0.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | +7.1% | -9.2% | -3.2% |
| 30D | +15.6% | -1.6% | +17.2% | +15.7% |
| 3M | +4.1% | -10.5% | +14.6% | +5.7% |
| 6M | +9.2% | +11.8% | -2.6% | +6.8% |
| YTD | +32.3% | +47.3% | -14.9% | +23.6% |
| 1Y | +26.2% | +41.5% | -15.3% | +18.6% |
| 3Y | +53.7% | +95.3% | -41.7% | +36.3% |
| 5Y | +26.6% | +108.1% | -81.6% | +10.1% |
| All | +130.4% | +131.1% | -0.7% | +98.8% |
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