+10.3%
ARM vs PCOR
-2.3%
+12.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.7% |
| 7D | -15.2% | +22.7% | -37.9% | -15.7% |
| 30D | -40.7% | +37.5% | -78.1% | -41.5% |
| 3M | -39.1% | +35.2% | -74.3% | -40.0% |
| 6M | -26.4% | +42.2% | -68.7% | -26.6% |
| YTD | +59.7% | +3.6% | +56.2% | +60.1% |
| 1Y | +10.3% | -4.8% | +15.1% | +15.1% |
| All | +10.3% | -2.3% | +12.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling