+162.2%
ARM vs PCOR
+19.2%
+142.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | 0.0% | -13.1% | -13.1% |
| 7D | -27.1% | +23.7% | -50.8% | -33.2% |
| 30D | -44.9% | +39.0% | -83.9% | -51.8% |
| 3M | -39.3% | +35.8% | -75.0% | -47.2% |
| 6M | -20.2% | +38.2% | -58.4% | -31.7% |
| YTD | +52.5% | +3.9% | +48.6% | +46.6% |
| 1Y | +4.1% | +5.7% | -1.6% | -1.6% |
| 3Y | +211.7% | +44.8% | +166.9% | +159.8% |
| All | +162.2% | +19.2% | +142.9% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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