+345.8%
PSX vs ARMK
+131.1%
+214.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.1% |
| 7D | -8.0% | +0.9% | -8.9% | -8.4% |
| 30D | -9.0% | -0.4% | -8.7% | -9.2% |
| 3M | +24.7% | -2.0% | +26.7% | +25.1% |
| 6M | +49.3% | +22.0% | +27.4% | +35.0% |
| YTD | +100.2% | +49.6% | +50.6% | +63.4% |
| 1Y | +88.8% | +46.4% | +42.5% | +55.5% |
| 3Y | +152.5% | +103.2% | +49.3% | +73.7% |
| 5Y | +283.2% | +108.1% | +175.1% | +150.9% |
| 10Y | +345.8% | +129.4% | +216.4% | +165.6% |
| All | +345.8% | +131.1% | +214.7% | +165.6% |
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