+177.3%
PBF vs ARWR
+200.0%
-22.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.0% |
| 7D | +2.4% | +2.9% | -0.5% | +2.8% |
| 30D | +24.9% | -2.9% | +27.8% | +24.4% |
| 3M | +81.9% | +15.2% | +66.6% | +87.7% |
| 6M | +79.4% | +42.3% | +37.1% | +91.6% |
| YTD | +188.3% | +28.2% | +160.1% | +206.3% |
| 1Y | +177.3% | +213.2% | -36.0% | +210.8% |
| All | +177.3% | +200.0% | -22.7% | +210.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling