-20.1%
PCOR vs ARWR
-28.9%
+8.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +22.7% | -2.9% | +25.6% | +23.7% |
| 30D | +37.5% | -5.4% | +42.9% | +39.3% |
| 3M | +35.2% | -32.2% | +67.4% | +47.6% |
| 6M | +42.2% | -26.5% | +68.7% | +49.7% |
| YTD | +3.6% | -12.4% | +16.0% | +2.7% |
| 1Y | -4.8% | +46.9% | -51.6% | -19.6% |
| 3Y | +48.3% | +116.0% | -67.6% | -3.2% |
| All | -20.1% | -28.9% | +8.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling