+63.3%
PBF vs ARWR
+105.6%
-42.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | -13.8% | -2.9% | -10.9% | -13.6% |
| 30D | -19.6% | -5.4% | -14.2% | -19.4% |
| 3M | +10.3% | -32.2% | +42.5% | +12.8% |
| 6M | +63.4% | -26.5% | +90.0% | +65.5% |
| YTD | +152.6% | -12.4% | +165.0% | +149.5% |
| 1Y | +87.4% | +46.9% | +40.5% | +70.0% |
| 3Y | +63.3% | +116.0% | -52.7% | +22.9% |
| All | +63.3% | +105.6% | -42.3% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling