+361.6%
PSX vs ARMK
+131.4%
+230.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +7.8% | +2.7% | +5.1% | +6.6% |
| 30D | -10.9% | -1.5% | -9.4% | -10.6% |
| 3M | +14.5% | -11.6% | +26.0% | +20.3% |
| 6M | +56.1% | +6.7% | +49.4% | +50.3% |
| YTD | +109.6% | +47.4% | +62.2% | +72.2% |
| 1Y | +95.5% | +41.5% | +54.0% | +63.5% |
| 3Y | +156.2% | +95.5% | +60.7% | +79.4% |
| 5Y | +310.0% | +108.4% | +201.6% | +167.9% |
| All | +361.6% | +131.4% | +230.3% | +176.9% |
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