-14.1%
PCOR vs ARMK
+100.2%
-114.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.9% |
| 7D | +23.7% | -10.2% | +33.9% | +29.9% |
| 30D | +39.0% | -9.3% | +48.3% | +44.7% |
| 3M | +35.8% | -11.4% | +47.1% | +42.3% |
| 6M | +38.2% | +11.6% | +26.6% | +26.7% |
| YTD | +3.9% | +37.5% | -33.5% | -16.4% |
| 1Y | +5.7% | +34.9% | -29.2% | -14.2% |
| 3Y | +44.8% | +83.4% | -38.7% | -5.4% |
| 5Y | -19.8% | +87.9% | -107.7% | -52.6% |
| All | -14.1% | +100.2% | -114.3% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling