+69.8%
PBF vs ARWR
+20.0%
+49.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.3% |
| 7D | -15.3% | -17.7% | +2.4% | -17.9% |
| 30D | -21.8% | -21.9% | +0.1% | -24.9% |
| 3M | -0.2% | -44.5% | +44.3% | -9.2% |
| 6M | +63.6% | -32.6% | +96.2% | +55.6% |
| YTD | +147.5% | -26.2% | +173.7% | +141.8% |
| 1Y | +69.8% | +23.0% | +46.9% | +68.6% |
| All | +69.8% | +20.0% | +49.9% | +68.6% |
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 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