-19.4%
PCG vs ARWR
+103.1%
-122.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -0.7% |
| 7D | 0.0% | -5.0% | +5.0% | +0.4% |
| 30D | +5.8% | -6.6% | +12.5% | +6.4% |
| 3M | -22.8% | -33.9% | +11.1% | -20.2% |
| 6M | -18.4% | -23.3% | +4.9% | -16.8% |
| YTD | -16.9% | -13.5% | -3.4% | -16.3% |
| 1Y | -17.6% | +42.5% | -60.2% | -20.7% |
| All | -19.4% | +103.1% | -122.5% | -27.9% |
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