+261.2%
ARM vs PCOR
+44.3%
+216.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +19.7% | -25.0% | -12.4% |
| 7D | -18.7% | +21.8% | -40.5% | -25.4% |
| 30D | -36.7% | +39.5% | -76.2% | -45.2% |
| 3M | -31.6% | +35.2% | -66.9% | -41.0% |
| 6M | -5.6% | +21.7% | -27.4% | -15.3% |
| YTD | +75.5% | +3.9% | +71.5% | +69.0% |
| 1Y | +19.3% | +6.9% | +12.4% | +11.9% |
| All | +261.2% | +44.3% | +216.9% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling