+1,054.1%
ARWR vs PEGA
+170.9%
+883.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.1% |
| 7D | -3.2% | -6.1% | +2.9% | -0.8% |
| 30D | -6.5% | +6.4% | -12.8% | -9.1% |
| 3M | +12.7% | +2.9% | +9.8% | +8.2% |
| 6M | +36.2% | -23.8% | +60.0% | +46.3% |
| YTD | +24.5% | -41.1% | +65.5% | +46.4% |
| 1Y | +198.0% | -38.2% | +236.2% | +237.8% |
| 3Y | +176.4% | +49.8% | +126.5% | +80.8% |
| 5Y | +26.6% | -48.0% | +74.6% | +45.4% |
| 10Y | +1,054.1% | +173.1% | +880.9% | +592.8% |
| All | +1,054.1% | +170.9% | +883.2% | +592.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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