+222.4%
PTC vs ARMK
+131.8%
+90.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.8% |
| 7D | -10.3% | -2.4% | -7.9% | -9.6% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +1.6% | +6.7% | -5.1% | -0.8% |
| 6M | -13.5% | +38.8% | -52.3% | -22.8% |
| YTD | -19.1% | +55.2% | -74.2% | -30.4% |
| 1Y | -33.9% | +46.6% | -80.5% | -42.2% |
| 3Y | -3.9% | +112.9% | -116.8% | -26.6% |
| 5Y | +6.0% | +144.0% | -137.9% | -23.2% |
| All | +222.4% | +131.8% | +90.7% | +142.6% |
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