+316.9%
PTC vs ARMK
+130.7%
+186.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.5% | +2.8% | -2.3% | -0.4% |
| 30D | +0.9% | -1.8% | +2.7% | +1.2% |
| 3M | +30.4% | -10.9% | +41.2% | +34.5% |
| 6M | +34.4% | +21.2% | +13.2% | +25.0% |
| YTD | +12.6% | +47.0% | -34.4% | -2.0% |
| 1Y | +10.2% | +42.9% | -32.7% | -3.3% |
| 3Y | +29.4% | +95.0% | -65.6% | +1.3% |
| 5Y | +63.7% | +106.2% | -42.5% | +24.2% |
| 10Y | +316.9% | +131.6% | +185.3% | +213.5% |
| All | +316.9% | +130.7% | +186.2% | +213.5% |
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