+9,106.3%
PCAR vs ARWR
-97.0%
+9,203.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | -6.2% | -0.7% | -5.6% | -6.2% |
| 3M | +5.9% | +14.9% | -9.0% | +5.8% |
| 6M | +0.4% | +32.6% | -32.2% | +0.2% |
| YTD | +14.8% | +30.0% | -15.2% | +14.6% |
| 1Y | +30.1% | +208.4% | -178.3% | +29.0% |
| 3Y | +66.7% | +208.8% | -142.1% | +64.8% |
| 5Y | +166.1% | +27.8% | +138.3% | +164.1% |
| 10Y | +353.7% | +1,107.6% | -753.9% | +341.5% |
| All | +9,106.3% | -97.0% | +9,203.3% | +7,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling