+354.9%
PWR vs ARMK
+96.3%
+258.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.8% | +4.3% |
| 7D | -12.9% | -2.6% | -10.2% | -11.5% |
| 30D | -22.8% | -5.2% | -17.6% | -20.7% |
| 3M | -19.0% | -6.5% | -12.5% | -16.4% |
| 6M | -31.1% | +15.3% | -46.4% | -34.9% |
| YTD | +28.3% | +43.6% | -15.3% | +10.1% |
| 1Y | +22.2% | +42.1% | -19.8% | +5.2% |
| 3Y | +222.2% | +94.0% | +128.2% | +133.8% |
| All | +354.9% | +96.3% | +258.6% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling