-19.6%
PCG vs ARWR
+20.5%
-40.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.3% | +16.6% | +2.4% |
| 7D | -1.1% | -17.3% | +16.3% | +0.2% |
| 30D | +0.1% | -21.5% | +21.6% | +1.8% |
| 3M | -24.4% | -43.8% | +19.4% | -21.1% |
| 6M | -17.7% | -32.3% | +14.6% | -14.7% |
| YTD | -17.4% | -25.8% | +8.4% | -15.2% |
| All | -19.6% | +20.5% | -40.2% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling