-3.6%
PCG vs ARWR
-98.0%
+94.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -1.2% |
| 7D | 0.0% | -5.0% | +5.0% | 0.0% |
| 30D | +5.8% | -6.6% | +12.5% | +5.9% |
| 3M | -22.8% | -33.9% | +11.1% | -22.6% |
| 6M | -18.4% | -23.3% | +4.9% | -18.3% |
| YTD | -16.9% | -13.5% | -3.4% | -16.8% |
| 1Y | -17.6% | +42.5% | -60.2% | -17.8% |
| 3Y | -20.0% | +104.1% | -124.1% | -20.4% |
| 5Y | +16.0% | -28.8% | +44.8% | +15.7% |
| 10Y | -76.7% | +911.6% | -988.3% | -77.0% |
| All | -3.6% | -98.0% | +94.4% | -16.5% |
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