-13.1%
PCOR vs ARWR
-31.7%
+18.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | +5.0% |
| 7D | +22.2% | -17.3% | +39.5% | +27.1% |
| 30D | +36.0% | -21.5% | +57.6% | +43.1% |
| 3M | +34.0% | -43.8% | +77.8% | +51.5% |
| 6M | +43.5% | -32.3% | +75.8% | +52.8% |
| YTD | +5.1% | -25.8% | +30.9% | +7.9% |
| 1Y | -3.9% | +25.5% | -29.5% | -15.6% |
| 3Y | +52.9% | +84.1% | -31.2% | +5.9% |
| 5Y | -18.7% | -39.2% | +20.6% | -29.5% |
| All | -13.1% | -31.7% | +18.6% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling