-70.3%
PSKY vs ARMK
+148.1%
-218.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | +2.4% | +1.7% | +0.7% | +1.6% |
| 30D | +17.5% | +3.1% | +14.4% | +15.5% |
| 3M | +4.4% | +9.2% | -4.8% | -0.4% |
| 6M | -9.0% | +43.7% | -52.7% | -25.0% |
| YTD | -18.6% | +57.4% | -76.0% | -36.0% |
| 1Y | -27.7% | +51.9% | -79.6% | -42.4% |
| 3Y | -16.9% | +125.4% | -142.3% | -49.1% |
| 5Y | -70.3% | +149.1% | -219.3% | -83.1% |
| All | -70.3% | +148.1% | -218.4% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling