+9.0%
PCG vs ARWR
-39.6%
+48.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | -17.7% | +17.2% | +1.2% |
| 30D | +0.8% | -21.9% | +22.7% | +2.9% |
| 3M | -22.0% | -44.5% | +22.5% | -17.9% |
| 6M | -17.1% | -32.6% | +15.5% | -14.5% |
| YTD | -16.9% | -26.2% | +9.3% | -15.3% |
| 1Y | -19.1% | +23.0% | -42.0% | -21.9% |
| 3Y | -19.4% | +81.8% | -101.2% | -28.6% |
| 5Y | +9.0% | -36.0% | +45.0% | -0.9% |
| All | +9.0% | -39.6% | +48.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling