-14.1%
PCOR vs ARWR
-14.5%
+0.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.6% | +16.1% | +18.9% |
| 7D | +21.8% | +2.4% | +19.4% | +21.3% |
| 30D | +39.5% | -1.1% | +40.7% | +40.0% |
| 3M | +35.2% | -31.2% | +66.4% | +46.7% |
| 6M | +21.7% | -19.3% | +41.0% | +25.1% |
| YTD | +3.9% | -7.1% | +11.1% | +1.9% |
| 1Y | +6.9% | +62.9% | -55.9% | -11.2% |
| 3Y | +44.8% | +119.0% | -74.2% | -2.5% |
| 5Y | -21.9% | -24.4% | +2.5% | -35.3% |
| All | -14.1% | -14.5% | +0.4% | -31.3% |
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