+7,614.9%
PCAR vs ARWR
-98.0%
+7,713.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.5% |
| 7D | +2.2% | -5.0% | +7.2% | +2.2% |
| 30D | -4.4% | -6.6% | +2.2% | -4.4% |
| 3M | -21.4% | -33.9% | +12.5% | -21.2% |
| 6M | -7.3% | -23.3% | +16.0% | -7.2% |
| YTD | -3.8% | -13.5% | +9.7% | -3.7% |
| 1Y | +6.3% | +42.5% | -36.3% | +5.9% |
| 3Y | +34.4% | +104.1% | -69.7% | +33.3% |
| 5Y | +109.2% | -28.8% | +138.0% | +108.4% |
| 10Y | +312.9% | +911.6% | -598.7% | +302.5% |
| All | +7,614.9% | -98.0% | +7,713.0% | +5,913.0% |
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 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