+201.6%
ARM vs PCOR
+19.2%
+182.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +19.7% | -25.0% | -12.0% |
| 7D | -18.7% | +21.8% | -40.5% | -25.0% |
| 30D | -36.7% | +39.5% | -76.2% | -44.7% |
| 3M | -31.6% | +35.2% | -66.9% | -40.4% |
| 6M | -5.6% | +21.7% | -27.4% | -14.8% |
| YTD | +75.5% | +3.9% | +71.5% | +68.7% |
| 1Y | +19.3% | +6.9% | +12.4% | +12.1% |
| 3Y | +258.6% | +44.8% | +213.8% | +198.9% |
| All | +201.6% | +19.2% | +182.4% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling