-76.5%
PCG vs ARWR
+1,009.4%
-1,085.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.6% |
| 7D | -2.0% | -17.9% | +16.0% | -0.5% |
| 30D | -2.7% | -18.9% | +16.2% | -1.2% |
| 3M | -25.1% | -46.0% | +20.9% | -21.3% |
| 6M | -22.3% | -40.3% | +18.0% | -19.3% |
| YTD | -18.5% | -29.0% | +10.5% | -16.9% |
| 1Y | -21.8% | +13.8% | -35.7% | -23.8% |
| 3Y | -21.0% | +74.9% | -95.9% | -28.5% |
| 5Y | +8.1% | -36.2% | +44.3% | +3.2% |
| All | -76.5% | +1,009.4% | -1,085.9% | -81.2% |
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