-14.1%
PCOR vs ARWR
-20.3%
+6.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +1.6% |
| 7D | +23.7% | -5.0% | +28.7% | +25.2% |
| 30D | +39.0% | -6.6% | +45.6% | +41.2% |
| 3M | +35.8% | -33.9% | +69.6% | +48.6% |
| 6M | +38.2% | -23.3% | +61.5% | +43.5% |
| YTD | +3.9% | -13.5% | +17.4% | +3.5% |
| 1Y | +5.7% | +42.5% | -36.9% | -9.3% |
| 3Y | +44.8% | +104.1% | -59.3% | -1.0% |
| 5Y | -19.8% | -28.8% | +9.0% | -32.6% |
| All | -14.1% | -20.3% | +6.2% | -30.2% |
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 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