-85.0%
PSKY vs ARMK
+130.2%
-215.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.3% | -5.0% |
| 7D | -24.6% | +0.6% | -25.2% | -24.7% |
| 30D | -36.1% | -5.6% | -30.6% | -34.7% |
| 3M | -37.1% | +23.2% | -60.3% | -45.1% |
| 6M | -40.5% | +25.3% | -65.8% | -48.5% |
| YTD | -47.7% | +51.1% | -98.8% | -58.4% |
| 1Y | -58.4% | +45.1% | -103.5% | -66.4% |
| 3Y | -40.7% | +114.9% | -155.6% | -60.6% |
| 5Y | -80.0% | +123.0% | -203.0% | -87.1% |
| All | -85.0% | +130.2% | -215.2% | -90.7% |
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