+63.8%
PYPL vs ARMK
+175.2%
-111.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.2% | +2.8% | -4.0% | -2.1% |
| 30D | +6.1% | -1.8% | +7.9% | +6.4% |
| 3M | +1.1% | -10.9% | +11.9% | +4.6% |
| 6M | +32.7% | +21.2% | +11.5% | +23.6% |
| YTD | +2.8% | +47.0% | -44.2% | -10.4% |
| 1Y | -10.8% | +42.9% | -53.6% | -21.5% |
| 3Y | +9.8% | +95.0% | -85.2% | -13.3% |
| 5Y | -70.2% | +106.2% | -176.5% | -77.1% |
| 10Y | +50.1% | +131.6% | -81.6% | +10.5% |
| All | +63.8% | +175.2% | -111.3% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling