-14.4%
PCOR vs ARMK
+109.1%
-123.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -2.5% |
| 7D | +22.7% | -2.6% | +25.4% | +23.7% |
| 30D | +37.5% | -5.2% | +42.7% | +40.0% |
| 3M | +35.2% | -6.5% | +41.7% | +37.9% |
| 6M | +42.2% | +15.3% | +27.0% | +28.4% |
| YTD | +3.6% | +43.6% | -40.0% | -18.5% |
| 1Y | -4.8% | +42.1% | -46.8% | -24.7% |
| 3Y | +48.3% | +94.0% | -45.7% | -6.0% |
| 5Y | -20.1% | +96.3% | -116.3% | -53.8% |
| All | -14.4% | +109.1% | -123.5% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling