-14.4%
PCOR vs ARWR
-19.3%
+4.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +22.7% | -2.9% | +25.6% | +23.6% |
| 30D | +37.5% | -5.4% | +42.9% | +39.2% |
| 3M | +35.2% | -32.2% | +67.4% | +47.1% |
| 6M | +42.2% | -26.5% | +68.7% | +49.4% |
| YTD | +3.6% | -12.4% | +16.0% | +2.8% |
| 1Y | -4.8% | +46.9% | -51.6% | -18.9% |
| 3Y | +48.3% | +116.0% | -67.6% | -0.4% |
| 5Y | -20.1% | -28.0% | +7.9% | -33.0% |
| All | -14.4% | -19.3% | +4.9% | -30.7% |
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