+334.1%
PBF vs ARWR
+1,075.6%
-741.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.5% |
| 7D | +2.4% | +2.9% | -0.5% | +2.0% |
| 30D | +24.9% | -2.9% | +27.8% | +25.3% |
| 3M | +81.9% | +15.2% | +66.6% | +76.8% |
| 6M | +79.4% | +42.3% | +37.1% | +67.2% |
| YTD | +188.3% | +28.2% | +160.1% | +171.6% |
| 1Y | +177.3% | +213.2% | -36.0% | +123.0% |
| 3Y | +56.0% | +184.6% | -128.6% | +18.9% |
| 5Y | +804.0% | +29.2% | +774.8% | +641.0% |
| 10Y | +334.1% | +1,012.5% | -678.4% | +172.5% |
| All | +334.1% | +1,075.6% | -741.5% | +172.5% |
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