+3.8%
PCG vs ARWR
-97.0%
+100.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -13.9% | +1.7% | -15.5% | -13.9% |
| 30D | -16.9% | -0.7% | -16.2% | -16.9% |
| 3M | -14.7% | +14.9% | -29.6% | -14.8% |
| 6M | -23.8% | +32.6% | -56.4% | -23.9% |
| YTD | -10.5% | +30.0% | -40.5% | -10.6% |
| 1Y | -5.1% | +208.4% | -213.5% | -5.7% |
| 3Y | -11.6% | +208.8% | -220.4% | -12.3% |
| 5Y | +59.0% | +27.8% | +31.2% | +58.1% |
| 10Y | -75.7% | +1,107.6% | -1,183.3% | -76.1% |
| All | +3.8% | -97.0% | +100.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling