+287.1%
PCAR vs ARWR
+1,024.2%
-737.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +4.9% | -17.8% | +22.8% | +6.4% |
| 30D | -1.4% | -18.1% | +16.7% | 0.0% |
| 3M | -18.1% | -44.2% | +26.0% | -14.5% |
| 6M | -4.0% | -38.6% | +34.6% | -0.7% |
| YTD | -1.5% | -28.0% | +26.6% | +0.3% |
| 1Y | +13.2% | +16.1% | -3.0% | +10.5% |
| 3Y | +35.8% | +84.0% | -48.2% | +23.5% |
| 5Y | +114.6% | -35.4% | +150.0% | +104.2% |
| All | +287.1% | +1,024.2% | -737.1% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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