-11.8%
PCOR vs ARMK
+114.7%
-126.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.0% | +2.7% | +0.4% | +1.7% |
| 30D | +38.7% | -1.5% | +40.2% | +38.5% |
| 3M | +24.9% | -11.6% | +36.4% | +31.6% |
| 6M | +68.8% | +6.7% | +62.0% | +60.1% |
| YTD | +6.7% | +47.4% | -40.7% | -17.2% |
| 1Y | +3.0% | +41.5% | -38.5% | -18.2% |
| 3Y | +48.6% | +95.5% | -46.9% | -6.0% |
| 5Y | -12.7% | +108.4% | -121.1% | -50.6% |
| All | -11.8% | +114.7% | -126.5% | -51.1% |
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