+249.4%
PBF vs ARWR
+1,009.4%
-760.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.9% |
| 7D | +4.3% | -17.9% | +22.2% | +7.0% |
| 30D | -21.8% | -18.9% | -2.9% | -19.6% |
| 3M | +1.7% | -46.0% | +47.7% | +10.4% |
| 6M | +69.8% | -40.3% | +110.1% | +79.7% |
| YTD | +167.7% | -29.0% | +196.7% | +171.6% |
| 1Y | +89.0% | +13.8% | +75.1% | +74.8% |
| 3Y | +78.8% | +74.9% | +3.9% | +42.0% |
| 5Y | +415.4% | -36.2% | +451.6% | +361.0% |
| All | +249.4% | +1,009.4% | -760.1% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling