+225.9%
PSA vs ARMK
+350.8%
-124.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | -7.7% | 0.0% | -7.8% | -7.8% |
| 3M | -0.6% | +6.7% | -7.3% | -1.8% |
| 6M | -0.9% | +38.8% | -39.7% | -6.5% |
| YTD | +18.7% | +55.2% | -36.5% | +9.8% |
| 1Y | +7.6% | +46.6% | -39.0% | +0.4% |
| 3Y | +23.7% | +112.9% | -89.2% | +7.5% |
| 5Y | +13.7% | +144.0% | -130.3% | -4.2% |
| 10Y | +98.9% | +132.4% | -33.6% | +66.4% |
| All | +225.9% | +350.8% | -124.9% | +149.4% |
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