+296.4%
ARM vs PCOR
-8.5%
+304.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +5.7% |
| 7D | +5.5% | -9.0% | +14.4% | +9.5% |
| 30D | -8.2% | +4.2% | -12.4% | -10.3% |
| 3M | -35.9% | +14.4% | -50.3% | -40.3% |
| 6M | +103.1% | +0.2% | +102.9% | +96.8% |
| YTD | +130.6% | -20.3% | +150.9% | +148.9% |
| 1Y | +86.1% | -16.1% | +102.2% | +92.8% |
| All | +296.4% | -8.5% | +304.9% | +279.0% |
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