+115.2%
PCAR vs ARWR
-34.9%
+150.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +4.9% | -17.8% | +22.8% | +6.9% |
| 30D | -1.4% | -18.1% | +16.7% | +0.5% |
| 3M | -18.1% | -44.2% | +26.0% | -13.2% |
| 6M | -4.0% | -38.6% | +34.6% | +0.4% |
| YTD | -1.5% | -28.0% | +26.6% | +0.9% |
| 1Y | +13.2% | +16.1% | -3.0% | +9.5% |
| 3Y | +35.8% | +84.0% | -48.2% | +18.2% |
| All | +115.2% | -34.9% | +150.1% | +84.6% |
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