+386.6%
PSX vs ARMK
+134.7%
+251.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +21.6% | +2.4% | +19.3% | +20.2% |
| 3M | +46.5% | +6.1% | +40.4% | +42.2% |
| 6M | +62.0% | +41.8% | +20.2% | +36.5% |
| YTD | +106.3% | +55.5% | +50.8% | +66.2% |
| 1Y | +103.0% | +49.6% | +53.4% | +65.9% |
| 3Y | +135.5% | +122.8% | +12.8% | +55.6% |
| 5Y | +368.5% | +151.0% | +217.5% | +180.5% |
| 10Y | +386.6% | +138.0% | +248.6% | +187.5% |
| All | +386.6% | +134.7% | +251.8% | +187.5% |
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 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