+982.8%
PAAS vs ARWR
-64.6%
+1,047.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.6% | -2.2% |
| 7D | -0.4% | -5.0% | +4.6% | -0.4% |
| 30D | -11.6% | -6.6% | -5.0% | -11.6% |
| 3M | -15.6% | -33.9% | +18.3% | -15.5% |
| 6M | -19.1% | -23.3% | +4.2% | -19.1% |
| YTD | -20.9% | -13.5% | -7.5% | -20.9% |
| 1Y | +21.3% | +42.5% | -21.2% | +21.1% |
| 3Y | +177.4% | +104.1% | +73.3% | +176.5% |
| 5Y | +71.3% | -28.8% | +100.2% | +71.0% |
| 10Y | +181.5% | +911.6% | -730.1% | +180.4% |
| All | +982.8% | -64.6% | +1,047.4% | +1,053.7% |
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