-51.3%
ARWR vs PEGA
+1,001.0%
-1,052.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -19.9% | -8.6% | -11.3% | -19.2% |
| 30D | -18.7% | -10.1% | -8.6% | -17.9% |
| 3M | -44.7% | -4.7% | -39.9% | -44.5% |
| 6M | -36.5% | -8.0% | -28.5% | -36.5% |
| YTD | -25.7% | -47.1% | +21.5% | -22.2% |
| 1Y | +18.9% | -47.5% | +66.4% | +24.5% |
| 3Y | +83.1% | +40.2% | +42.8% | +73.5% |
| 5Y | -34.9% | -45.7% | +10.9% | -34.4% |
| 10Y | +1,080.9% | +85.1% | +995.8% | +1,031.4% |
| All | -51.3% | +1,001.0% | -1,052.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling