+1,047.5%
ARWR vs PSLV
+190.6%
+856.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.0% | -3.5% | -0.6% | -3.2% |
| 30D | -5.0% | -2.1% | -2.9% | -4.6% |
| 3M | +11.3% | -1.6% | +13.0% | +11.3% |
| 6M | +42.6% | -25.5% | +68.1% | +52.5% |
| YTD | +24.8% | -11.4% | +36.2% | +20.2% |
| 1Y | +178.8% | +48.6% | +130.2% | +123.7% |
| 3Y | +183.3% | +166.9% | +16.5% | +84.1% |
| 5Y | +29.5% | +152.4% | -122.9% | -16.1% |
| All | +1,047.5% | +190.6% | +856.9% | +472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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