+1,844.9%
PWR vs ARMK
+131.1%
+1,713.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +19.1% | +7.1% | +12.0% | +16.4% |
| 30D | -12.0% | -1.6% | -10.4% | -11.1% |
| 3M | -10.6% | -10.5% | 0.0% | -6.7% |
| 6M | -20.8% | +11.8% | -32.6% | -23.5% |
| YTD | +43.7% | +47.3% | -3.5% | +26.0% |
| 1Y | +35.0% | +41.5% | -6.5% | +19.8% |
| 3Y | +249.4% | +95.3% | +154.1% | +173.7% |
| 5Y | +422.1% | +108.1% | +314.0% | +294.9% |
| All | +1,844.9% | +131.1% | +1,713.8% | +1,361.0% |
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