+29.2%
ARWR vs PEGA
-47.9%
+77.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | -2.9% | +9.6% | -12.5% | -5.6% |
| 3M | +15.2% | +2.3% | +12.9% | +12.6% |
| 6M | +42.3% | -23.9% | +66.2% | +51.1% |
| YTD | +28.2% | -39.8% | +68.0% | +44.9% |
| 1Y | +213.2% | -37.4% | +250.7% | +245.8% |
| 3Y | +184.6% | +53.1% | +131.5% | +110.1% |
| 5Y | +29.2% | -47.2% | +76.5% | +74.0% |
| All | +29.2% | -47.9% | +77.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling