-76.2%
PSKY vs ARMK
+350.8%
-427.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | +24.0% | 0.0% | +24.0% | +23.6% |
| 3M | +2.2% | +6.7% | -4.5% | -1.0% |
| 6M | -9.0% | +38.8% | -47.8% | -21.9% |
| YTD | -18.1% | +55.2% | -73.3% | -33.1% |
| 1Y | -25.1% | +46.6% | -71.7% | -37.5% |
| 3Y | -16.3% | +112.9% | -129.2% | -41.9% |
| 5Y | -70.4% | +144.0% | -214.3% | -80.7% |
| 10Y | -74.2% | +132.4% | -206.6% | -84.0% |
| All | -76.2% | +350.8% | -427.0% | -87.5% |
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