-21.0%
PCG vs ARWR
+105.6%
-126.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | +1.4% | -5.4% | +6.8% | +1.8% |
| 3M | -23.4% | -32.2% | +8.8% | -21.0% |
| 6M | -19.4% | -26.5% | +7.1% | -17.6% |
| YTD | -18.5% | -12.4% | -6.1% | -18.0% |
| 1Y | -19.5% | +46.9% | -66.4% | -22.7% |
| 3Y | -21.0% | +116.0% | -137.0% | -29.4% |
| All | -21.0% | +105.6% | -126.6% | -29.4% |
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