+9.3%
PCG vs ARWR
-34.9%
+44.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.0% |
| 7D | +2.2% | -17.8% | +20.0% | +3.9% |
| 30D | +0.8% | -18.1% | +18.9% | +2.4% |
| 3M | -23.8% | -44.2% | +20.4% | -19.7% |
| 6M | -19.6% | -38.6% | +19.0% | -16.3% |
| YTD | -16.7% | -28.0% | +11.3% | -14.9% |
| 1Y | -19.4% | +16.1% | -35.5% | -21.8% |
| 3Y | -18.3% | +84.0% | -102.3% | -27.8% |
| All | +9.3% | -34.9% | +44.2% | +0.4% |
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 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