+113.3%
PCAR vs ARWR
-39.6%
+153.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.8% | -17.7% | +21.5% | +5.8% |
| 30D | -2.0% | -21.9% | +20.0% | +0.4% |
| 3M | -19.1% | -44.5% | +25.4% | -14.1% |
| 6M | -6.8% | -32.6% | +25.8% | -3.5% |
| YTD | -2.5% | -26.2% | +23.7% | -0.4% |
| 1Y | +9.7% | +23.0% | -13.3% | +5.4% |
| 3Y | +34.0% | +81.8% | -47.8% | +16.9% |
| 5Y | +113.3% | -36.0% | +149.4% | +82.9% |
| All | +113.3% | -39.6% | +153.0% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling