+89.0%
PBF vs ARWR
+12.4%
+76.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +1.4% |
| 7D | +4.3% | -17.9% | +22.2% | +0.9% |
| 30D | -21.8% | -18.9% | -2.9% | -24.4% |
| 3M | +1.7% | -46.0% | +47.7% | -7.9% |
| 6M | +69.8% | -40.3% | +110.1% | +58.4% |
| YTD | +167.7% | -29.0% | +196.7% | +159.9% |
| 1Y | +89.0% | +13.8% | +75.1% | +87.9% |
| All | +89.0% | +12.4% | +76.6% | +87.9% |
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