+252.3%
PBF vs ARWR
+921.6%
-669.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.7% | +5.6% |
| 7D | -7.4% | -17.3% | +10.0% | -5.0% |
| 30D | -17.5% | -21.5% | +4.1% | -14.8% |
| 3M | +13.1% | -43.8% | +56.9% | +22.1% |
| 6M | +72.6% | -32.3% | +104.9% | +79.2% |
| YTD | +161.2% | -25.8% | +187.0% | +163.4% |
| 1Y | +93.3% | +25.5% | +67.8% | +76.1% |
| 3Y | +80.7% | +84.1% | -3.5% | +42.4% |
| 5Y | +396.1% | -39.2% | +435.3% | +348.8% |
| 10Y | +252.3% | +1,072.4% | -820.1% | +117.1% |
| All | +252.3% | +921.6% | -669.3% | +117.1% |
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