-9.9%
PYPL vs ARMK
+120.0%
-129.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | +2.7% | -2.4% | +5.1% | +3.7% |
| 30D | -4.9% | 0.0% | -4.9% | -5.0% |
| 3M | +28.9% | +6.7% | +22.2% | +25.0% |
| 6M | +18.2% | +38.8% | -20.6% | +1.6% |
| YTD | -5.0% | +55.2% | -60.2% | -22.6% |
| 1Y | -18.8% | +46.6% | -65.4% | -32.3% |
| All | -9.9% | +120.0% | -129.8% | -37.5% |
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 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