+6.9%
PCOR vs ARMK
+41.1%
-34.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -4.2% | +23.9% | +19.6% |
| 7D | +21.8% | -5.8% | +27.7% | +21.9% |
| 30D | +39.5% | -5.3% | +44.8% | +39.5% |
| 3M | +35.2% | -6.7% | +42.0% | +35.2% |
| 6M | +21.7% | +17.4% | +4.4% | +17.5% |
| YTD | +3.9% | +43.0% | -39.1% | -10.0% |
| 1Y | +6.9% | +40.3% | -33.4% | -6.8% |
| All | +6.9% | +41.1% | -34.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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