-76.7%
PCG vs ARWR
+921.6%
-998.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.3% | +16.6% | +2.6% |
| 7D | -1.1% | -17.3% | +16.3% | +0.4% |
| 30D | +0.1% | -21.5% | +21.6% | +1.9% |
| 3M | -24.4% | -43.8% | +19.4% | -20.9% |
| 6M | -17.7% | -32.3% | +14.6% | -15.4% |
| YTD | -17.4% | -25.8% | +8.4% | -16.1% |
| 1Y | -19.4% | +25.5% | -44.9% | -22.0% |
| 3Y | -18.6% | +84.1% | -102.7% | -26.6% |
| 5Y | +10.2% | -39.2% | +49.4% | +5.6% |
| 10Y | -76.7% | +1,072.4% | -1,149.1% | -81.5% |
| All | -76.7% | +921.6% | -998.3% | -81.5% |
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