-18.6%
PCG vs ARWR
+79.9%
-98.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.3% | +16.6% | +2.5% |
| 7D | -1.1% | -17.3% | +16.3% | +0.3% |
| 30D | +0.1% | -21.5% | +21.6% | +1.9% |
| 3M | -24.4% | -43.8% | +19.4% | -21.0% |
| 6M | -17.7% | -32.3% | +14.6% | -15.3% |
| YTD | -17.4% | -25.8% | +8.4% | -15.9% |
| 1Y | -19.4% | +25.5% | -44.9% | -21.7% |
| 3Y | -18.6% | +84.1% | -102.7% | -26.4% |
| All | -18.6% | +79.9% | -98.5% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling