+63.2%
PYPL vs ARMK
+168.8%
-105.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.0% |
| 7D | +3.9% | -2.6% | +6.5% | +4.7% |
| 30D | +7.8% | -5.2% | +13.0% | +9.3% |
| 3M | -0.7% | -6.5% | +5.9% | +1.1% |
| 6M | +28.8% | +15.3% | +13.5% | +21.9% |
| YTD | +2.4% | +43.6% | -41.2% | -10.1% |
| 1Y | -9.6% | +42.1% | -51.6% | -20.4% |
| 3Y | +9.7% | +94.0% | -84.3% | -13.3% |
| 5Y | -73.5% | +96.3% | -169.7% | -79.3% |
| 10Y | +46.5% | +126.7% | -80.2% | +8.5% |
| All | +63.2% | +168.8% | -105.6% | +8.9% |
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