-11.8%
PCOR vs ARWR
-33.7%
+21.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +3.0% | -17.8% | +20.9% | +7.3% |
| 30D | +38.7% | -18.1% | +56.8% | +44.6% |
| 3M | +24.9% | -44.2% | +69.0% | +41.4% |
| 6M | +68.8% | -38.6% | +107.4% | +84.3% |
| YTD | +6.7% | -28.0% | +34.7% | +10.3% |
| 1Y | +3.0% | +16.1% | -13.1% | -7.7% |
| 3Y | +48.6% | +84.0% | -35.4% | +2.6% |
| 5Y | -12.7% | -35.4% | +22.7% | -24.5% |
| All | -11.8% | -33.7% | +21.9% | -25.6% |
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