+31.2%
PTC vs ARMK
+91.9%
-60.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.2% | -0.8% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | +0.8% | -5.2% | +6.0% | +1.8% |
| 3M | +32.1% | -6.5% | +38.6% | +33.6% |
| 6M | +42.6% | +15.3% | +27.4% | +35.0% |
| YTD | +12.0% | +43.6% | -31.6% | -2.1% |
| 1Y | +12.2% | +42.1% | -29.9% | -1.6% |
| 3Y | +31.2% | +94.0% | -62.8% | +7.6% |
| All | +31.2% | +91.9% | -60.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling