+317.2%
PTC vs ARMK
+131.1%
+186.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +0.7% | -0.4% | +1.1% | +0.6% |
| 3M | +32.6% | -2.0% | +34.6% | +32.6% |
| 6M | +33.6% | +22.0% | +11.6% | +24.0% |
| YTD | +12.4% | +49.6% | -37.2% | -2.6% |
| 1Y | +11.2% | +46.4% | -35.1% | -3.1% |
| 3Y | +31.7% | +103.2% | -71.5% | +1.8% |
| 5Y | +60.1% | +108.1% | -48.1% | +21.1% |
| 10Y | +317.2% | +129.4% | +187.8% | +213.1% |
| All | +317.2% | +131.1% | +186.1% | +213.1% |
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