-13.1%
PCOR vs ARMK
+117.9%
-131.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | -0.6% |
| 7D | +22.2% | +0.9% | +21.3% | +21.0% |
| 30D | +36.0% | -0.4% | +36.4% | +35.1% |
| 3M | +34.0% | -2.0% | +36.0% | +33.5% |
| 6M | +43.5% | +22.0% | +21.6% | +25.8% |
| YTD | +5.1% | +49.6% | -44.5% | -19.0% |
| 1Y | -3.9% | +46.4% | -50.3% | -25.1% |
| 3Y | +52.9% | +103.2% | -50.3% | -5.4% |
| 5Y | -18.7% | +108.1% | -126.8% | -54.2% |
| All | -13.1% | +117.9% | -131.0% | -52.1% |
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